+72.4%
UBER vs GME
+893.0%
-820.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -5.0% | -1.3% |
| 7D | -5.4% | +10.4% | -15.8% | -5.7% |
| 30D | -4.9% | +14.1% | -19.0% | -5.3% |
| 3M | +3.0% | -4.6% | +7.7% | +3.1% |
| 6M | -4.4% | -13.5% | +9.1% | -4.1% |
| YTD | -12.3% | +5.3% | -17.6% | -12.5% |
| 1Y | -24.3% | -14.9% | -9.4% | -24.0% |
| 3Y | +46.4% | +24.3% | +22.2% | +40.6% |
| 5Y | +79.7% | -55.6% | +135.2% | +73.4% |
| All | +72.4% | +893.0% | -820.5% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling