+1,135.8%
URI vs GME
+475.1%
+660.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | +6.7% | +2.9% | +3.8% | +6.6% |
| 30D | +8.9% | -4.8% | +13.7% | +9.1% |
| 3M | +0.5% | +39.2% | -38.7% | -1.0% |
| 6M | +20.7% | +17.1% | +3.6% | +19.6% |
| YTD | +40.0% | +28.7% | +11.3% | +38.1% |
| 1Y | +34.4% | +23.3% | +11.1% | +32.8% |
| 3Y | +149.5% | +112.9% | +36.5% | +127.4% |
| 5Y | +205.6% | -48.8% | +254.4% | +188.6% |
| All | +1,135.8% | +475.1% | +660.8% | +475.2% |
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 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