+29.3%
V vs GME
+15.0%
+14.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.3% | +3.7% |
| 7D | +9.0% | +7.8% | +1.2% | +8.7% |
| 30D | +18.1% | -0.4% | +18.5% | +18.0% |
| 3M | +18.3% | +30.9% | -12.5% | +18.1% |
| 6M | +34.1% | +5.5% | +28.6% | +33.9% |
| YTD | +25.2% | +25.2% | 0.0% | +25.4% |
| 1Y | +29.3% | +14.4% | +14.9% | +28.7% |
| All | +29.3% | +15.0% | +14.4% | +28.7% |
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