+99.1%
V vs GME
-52.7%
+151.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.1% |
| 7D | +2.2% | +3.7% | -1.5% | +2.1% |
| 30D | +13.6% | +2.2% | +11.4% | +13.5% |
| 3M | +14.3% | +30.6% | -16.3% | +13.3% |
| 6M | +33.1% | -0.2% | +33.3% | +33.0% |
| YTD | +21.2% | +25.1% | -3.9% | +20.1% |
| 1Y | +26.4% | +17.7% | +8.8% | +25.5% |
| 3Y | +77.6% | +85.7% | -8.1% | +62.1% |
| All | +99.1% | -52.7% | +151.8% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling