+638.7%
UL vs GME
+1,495.6%
-856.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +1.1% | +2.9% | -1.8% | +1.0% |
| 30D | +4.5% | -4.8% | +9.3% | +4.6% |
| 3M | +6.5% | +39.2% | -32.7% | +5.5% |
| 6M | +18.2% | +17.1% | +1.1% | +17.6% |
| YTD | +4.7% | +28.7% | -24.1% | +3.8% |
| 1Y | +0.8% | +23.3% | -22.6% | 0.0% |
| 3Y | +35.9% | +112.9% | -77.0% | +27.7% |
| 5Y | +33.4% | -48.8% | +82.2% | +28.2% |
| 10Y | +106.9% | +478.2% | -371.3% | +31.7% |
| All | +638.7% | +1,495.6% | -856.8% | +301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling