+91.7%
USB vs GME
+497.1%
-405.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.6% |
| 7D | 0.0% | +3.7% | -3.7% | -0.1% |
| 30D | +5.8% | +2.2% | +3.6% | +5.8% |
| 3M | -6.0% | +30.6% | -36.6% | -6.7% |
| 6M | +7.8% | -0.2% | +8.0% | +7.6% |
| YTD | +14.6% | +25.1% | -10.5% | +13.6% |
| 1Y | +31.8% | +17.7% | +14.1% | +30.9% |
| 3Y | +91.5% | +85.7% | +5.9% | +81.7% |
| 5Y | +22.0% | -52.9% | +74.9% | +17.9% |
| All | +91.7% | +497.1% | -405.4% | +8.0% |
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