+64.4%
UL vs GME
+285.6%
-221.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.6% |
| 7D | -3.4% | +10.4% | -13.8% | -3.4% |
| 30D | +0.5% | +14.1% | -13.6% | +0.4% |
| 3M | +7.2% | -4.6% | +11.9% | +7.3% |
| 6M | -3.1% | -13.5% | +10.5% | -3.0% |
| YTD | -2.7% | +5.3% | -8.0% | -2.8% |
| 1Y | -10.2% | -14.9% | +4.7% | -10.2% |
| 3Y | +20.3% | +24.3% | -4.0% | +19.1% |
| 5Y | +19.9% | -55.6% | +75.5% | +18.9% |
| All | +64.4% | +285.6% | -221.2% | +49.6% |
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