+59.3%
USAR vs GME
-10.9%
+70.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.5% | -8.5% | -6.0% |
| 7D | -9.3% | +6.0% | -15.4% | -9.3% |
| 30D | -15.2% | +8.3% | -23.5% | -15.2% |
| 3M | -21.1% | -9.1% | -12.0% | -21.1% |
| 6M | -21.6% | -16.3% | -5.2% | -21.5% |
| YTD | +34.8% | +1.5% | +33.2% | +35.1% |
| 1Y | +15.6% | -16.3% | +32.0% | +15.4% |
| 3Y | +57.7% | +15.1% | +42.6% | +56.2% |
| All | +59.3% | -10.9% | +70.2% | +57.3% |
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