+19.2%
UL vs GME
-58.9%
+78.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.4% |
| 7D | -4.1% | +6.0% | -10.1% | -4.1% |
| 30D | -1.2% | +8.3% | -9.5% | -1.3% |
| 3M | +6.0% | -9.1% | +15.0% | +6.1% |
| 6M | -5.5% | -16.3% | +10.9% | -5.3% |
| YTD | -3.3% | +1.5% | -4.9% | -3.4% |
| 1Y | -9.8% | -16.3% | +6.5% | -9.7% |
| 3Y | +20.1% | +15.1% | +5.0% | +17.5% |
| 5Y | +19.2% | -57.2% | +76.4% | +14.2% |
| All | +19.2% | -58.9% | +78.1% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling