-20.3%
USAR vs GME
+106.8%
-127.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | -0.8% | +2.9% | -3.7% | -0.8% |
| 30D | -20.9% | -4.8% | -16.1% | -20.9% |
| 3M | -56.2% | +39.2% | -95.4% | -56.2% |
| 6M | -67.9% | +17.1% | -85.0% | -67.9% |
| YTD | -31.4% | +28.7% | -60.2% | -31.3% |
| 1Y | -45.1% | +23.3% | -68.4% | -45.0% |
| 3Y | -20.3% | +112.9% | -133.2% | -21.0% |
| All | -20.3% | +106.8% | -127.1% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling