+602.3%
USB vs GME
+1,451.7%
-849.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.7% |
| 7D | +2.4% | +7.8% | -5.4% | +1.9% |
| 30D | +6.6% | -0.4% | +7.0% | +6.6% |
| 3M | -4.1% | +30.9% | -35.0% | -5.9% |
| 6M | +12.5% | +5.5% | +7.0% | +11.8% |
| YTD | +17.6% | +25.2% | -7.6% | +15.4% |
| 1Y | +36.5% | +14.4% | +22.1% | +34.7% |
| 3Y | +95.4% | +81.3% | +14.1% | +72.0% |
| 5Y | +26.1% | -53.8% | +80.0% | +16.5% |
| 10Y | +101.3% | +505.4% | -404.1% | -25.9% |
| All | +602.3% | +1,451.7% | -849.4% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling