+79.8%
USB vs GME
+470.0%
-390.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.2% | +6.0% | -4.8% | +1.0% |
| 30D | +6.3% | -5.9% | +12.2% | +6.5% |
| 3M | -6.1% | +38.2% | -44.3% | -7.0% |
| 6M | +13.0% | +14.5% | -1.5% | +12.4% |
| YTD | +16.6% | +27.6% | -11.0% | +15.5% |
| 1Y | +31.1% | +19.9% | +11.2% | +30.2% |
| 3Y | +100.9% | +104.3% | -3.4% | +90.1% |
| 5Y | +24.5% | -49.3% | +73.8% | +20.1% |
| All | +79.8% | +470.0% | -390.2% | +3.4% |
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