-9.3%
UL vs GME
-15.8%
+6.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.3% | +7.2% | -8.6% | -1.4% |
| 30D | +0.5% | +0.8% | -0.3% | +0.5% |
| 3M | +17.6% | -14.0% | +31.6% | +17.8% |
| 6M | -5.4% | -19.7% | +14.4% | -4.6% |
| YTD | +0.7% | -4.6% | +5.3% | +2.4% |
| 1Y | -9.3% | -14.3% | +5.1% | -9.8% |
| All | -9.3% | -15.8% | +6.6% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling