+1,213.1%
URI vs GME
+484.8%
+728.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +2.6% | +1.6% | +1.0% | +2.5% |
| 30D | +9.1% | -6.2% | +15.2% | +9.4% |
| 3M | +1.0% | +35.8% | -34.8% | -0.4% |
| 6M | +23.3% | +10.3% | +13.1% | +22.6% |
| YTD | +43.3% | +27.2% | +16.1% | +41.4% |
| 1Y | +35.9% | +19.1% | +16.8% | +34.5% |
| 3Y | +158.6% | +103.7% | +54.9% | +136.2% |
| 5Y | +213.1% | -50.0% | +263.1% | +195.9% |
| 10Y | +1,213.1% | +471.4% | +741.6% | +503.7% |
| All | +1,213.1% | +484.8% | +728.2% | +503.7% |
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