+92.5%
USB vs GME
+72.8%
+19.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -2.0% |
| 7D | -1.5% | +0.7% | -2.2% | -1.5% |
| 30D | +4.3% | -2.4% | +6.7% | +4.3% |
| 3M | -6.1% | +27.1% | -33.2% | -6.8% |
| 6M | +9.4% | -0.2% | +9.6% | +9.3% |
| YTD | +15.2% | +20.4% | -5.2% | +14.4% |
| 1Y | +32.8% | +9.8% | +22.9% | +32.1% |
| All | +92.5% | +72.8% | +19.7% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling