+34.0%
USB vs GME
-15.8%
+49.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.4% | +7.2% | -5.8% | +1.2% |
| 30D | -1.3% | +0.8% | -2.1% | -1.3% |
| 3M | +15.2% | -14.0% | +29.2% | +16.0% |
| 6M | +18.8% | -19.7% | +38.6% | +20.4% |
| YTD | +21.0% | -4.6% | +25.6% | +21.3% |
| 1Y | +34.0% | -14.3% | +48.4% | +35.8% |
| All | +34.0% | -15.8% | +49.8% | +35.8% |
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