+27.3%
V vs GME
+17.4%
+10.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +0.6% | +4.8% | -4.2% | +0.5% |
| 30D | +9.7% | -4.3% | +14.0% | +9.7% |
| 3M | +17.3% | +35.3% | -18.0% | +17.0% |
| 6M | +33.2% | +4.7% | +28.5% | +33.1% |
| YTD | +21.3% | +26.6% | -5.3% | +21.8% |
| 1Y | +27.3% | +18.3% | +9.0% | +26.5% |
| All | +27.3% | +17.4% | +10.0% | +26.5% |
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