+5.5%
URI vs GME
-16.6%
+22.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.5% |
| 7D | +2.5% | +0.4% | +2.1% | +2.5% |
| 30D | -12.5% | -1.4% | -11.1% | -12.5% |
| 3M | -6.2% | -15.1% | +8.9% | -6.0% |
| 6M | +25.9% | -22.5% | +48.4% | +26.2% |
| YTD | +26.2% | -5.9% | +32.1% | +25.1% |
| 1Y | +5.5% | -18.6% | +24.1% | +4.1% |
| All | +5.5% | -16.6% | +22.1% | +4.1% |
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 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