+203.4%
URI vs GME
-62.8%
+266.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -2.0% | +7.2% | -9.2% | -2.5% |
| 30D | -12.9% | +0.8% | -13.7% | -13.0% |
| 3M | -6.7% | -14.0% | +7.2% | -5.8% |
| 6M | +19.0% | -19.7% | +38.7% | +20.6% |
| YTD | +25.5% | -4.6% | +30.1% | +25.5% |
| 1Y | +5.5% | -14.3% | +19.9% | +6.2% |
| 3Y | +111.3% | +4.0% | +107.3% | +81.7% |
| All | +203.4% | -62.8% | +266.2% | +181.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling