+81.3%
USB vs GME
+475.1%
-393.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +2.6% | +2.9% | -0.3% | +2.5% |
| 30D | +8.4% | -4.8% | +13.2% | +8.5% |
| 3M | -5.5% | +39.2% | -44.7% | -6.5% |
| 6M | +17.7% | +17.1% | +0.7% | +17.1% |
| YTD | +17.6% | +28.7% | -11.2% | +16.5% |
| 1Y | +33.9% | +23.3% | +10.5% | +32.8% |
| 3Y | +103.8% | +112.9% | -9.1% | +92.6% |
| 5Y | +25.6% | -48.8% | +74.4% | +21.1% |
| All | +81.3% | +475.1% | -393.7% | +4.3% |
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 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