+622.5%
USB vs GME
+1,082.6%
-460.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.4% | +7.2% | -5.8% | +1.0% |
| 30D | -1.3% | +0.8% | -2.1% | -1.4% |
| 3M | +15.2% | -14.0% | +29.2% | +16.2% |
| 6M | +18.8% | -19.7% | +38.6% | +20.2% |
| YTD | +21.0% | -4.6% | +25.6% | +21.0% |
| 1Y | +34.0% | -14.3% | +48.4% | +34.8% |
| 3Y | +95.3% | +4.0% | +91.3% | +78.4% |
| 5Y | +40.4% | -62.2% | +102.6% | +31.2% |
| 10Y | +107.3% | +241.4% | -134.0% | -16.7% |
| All | +622.5% | +1,082.6% | -460.2% | +111.1% |
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 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