+67.1%
V vs GME
-62.6%
+129.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | +1.9% | -1.4% | +3.3% | +1.9% |
| 3M | +15.5% | -15.1% | +30.7% | +16.1% |
| 6M | +16.6% | -22.5% | +39.1% | +17.4% |
| YTD | +5.7% | -5.9% | +11.7% | +5.8% |
| 1Y | +8.6% | -18.6% | +27.2% | +9.0% |
| 3Y | +52.5% | +6.7% | +45.8% | +43.2% |
| 5Y | +67.1% | -62.0% | +129.1% | +57.3% |
| All | +67.1% | -62.6% | +129.7% | +57.3% |
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