+1,182.4%
URI vs GME
+483.4%
+699.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -2.0% |
| 7D | -6.0% | +4.8% | -10.8% | -6.2% |
| 30D | +4.6% | -4.3% | +8.9% | +4.8% |
| 3M | -2.7% | +35.3% | -38.0% | -4.0% |
| 6M | +18.4% | +4.7% | +13.6% | +17.9% |
| YTD | +37.4% | +26.6% | +10.7% | +35.6% |
| 1Y | +30.4% | +18.3% | +12.0% | +29.0% |
| 3Y | +147.9% | +102.8% | +45.1% | +126.4% |
| 5Y | +202.1% | -48.9% | +251.0% | +185.3% |
| 10Y | +1,182.4% | +480.5% | +702.0% | +484.1% |
| All | +1,182.4% | +483.4% | +699.0% | +484.1% |
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