+22.0%
USB vs GME
-52.7%
+74.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.7% |
| 7D | 0.0% | +3.7% | -3.7% | -0.2% |
| 30D | +5.8% | +2.2% | +3.6% | +5.7% |
| 3M | -6.0% | +30.6% | -36.6% | -7.1% |
| 6M | +7.8% | -0.2% | +8.0% | +7.6% |
| YTD | +14.6% | +25.1% | -10.5% | +13.2% |
| 1Y | +31.8% | +17.7% | +14.1% | +30.4% |
| 3Y | +91.5% | +85.7% | +5.9% | +73.5% |
| All | +22.0% | -52.7% | +74.8% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling