+7.7%
V vs GME
-15.8%
+23.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -1.7% | +7.2% | -8.9% | -1.8% |
| 30D | +2.0% | +0.8% | +1.2% | +2.0% |
| 3M | +17.4% | -14.0% | +31.3% | +17.6% |
| 6M | +17.5% | -19.7% | +37.2% | +17.5% |
| YTD | +7.6% | -4.6% | +12.2% | +7.6% |
| 1Y | +7.7% | -14.3% | +22.1% | +4.7% |
| All | +7.7% | -15.8% | +23.5% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling