+32.9%
URI vs GME
+15.0%
+17.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -4.3% |
| 7D | -4.3% | +7.8% | -12.1% | -4.3% |
| 30D | +4.6% | -0.4% | +5.0% | +4.7% |
| 3M | -2.1% | +30.9% | -33.0% | -2.4% |
| 6M | +21.9% | +5.5% | +16.5% | +22.4% |
| YTD | +39.7% | +25.2% | +14.5% | +36.7% |
| 1Y | +32.9% | +14.4% | +18.5% | +27.2% |
| All | +32.9% | +15.0% | +17.9% | +27.2% |
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 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