+4,709.2%
URI vs GME
+1,450.5%
+3,258.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.8% |
| 7D | -9.8% | +3.7% | -13.5% | -10.1% |
| 30D | +1.7% | +2.2% | -0.4% | +1.5% |
| 3M | -9.1% | +30.6% | -39.7% | -11.5% |
| 6M | +9.9% | -0.2% | +10.1% | +9.4% |
| YTD | +31.2% | +25.1% | +6.1% | +27.6% |
| 1Y | +25.9% | +17.7% | +8.3% | +23.0% |
| 3Y | +147.4% | +85.7% | +61.7% | +102.0% |
| 5Y | +179.7% | -52.9% | +232.6% | +148.2% |
| 10Y | +1,419.5% | +504.9% | +914.6% | +240.7% |
| All | +4,709.2% | +1,450.5% | +3,258.7% | +654.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling