+83.6%
USB vs GME
+484.8%
-401.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -0.5% | +1.6% | -2.2% | -0.6% |
| 30D | +5.7% | -6.2% | +11.9% | +5.9% |
| 3M | -4.7% | +35.8% | -40.5% | -5.6% |
| 6M | +13.4% | +10.3% | +3.1% | +13.0% |
| YTD | +17.0% | +27.2% | -10.2% | +16.0% |
| 1Y | +32.4% | +19.1% | +13.3% | +31.4% |
| 3Y | +101.7% | +103.7% | -2.1% | +90.8% |
| 5Y | +24.4% | -50.0% | +74.4% | +20.0% |
| 10Y | +83.6% | +471.4% | -387.9% | +5.1% |
| All | +83.6% | +484.8% | -401.2% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling