+3,319.5%
V vs GME
+209.4%
+3,110.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +0.8% | +4.8% | -4.0% | +0.6% |
| 30D | +9.9% | -4.3% | +14.2% | +10.1% |
| 3M | +17.5% | +35.3% | -17.8% | +16.1% |
| 6M | +33.5% | +4.7% | +28.7% | +33.1% |
| YTD | +21.6% | +26.6% | -5.1% | +20.2% |
| 1Y | +27.6% | +18.3% | +9.2% | +26.4% |
| 3Y | +76.4% | +102.8% | -26.4% | +62.2% |
| 5Y | +103.8% | -48.9% | +152.8% | +93.3% |
| 10Y | +455.5% | +480.5% | -25.0% | +186.4% |
| All | +3,319.5% | +209.4% | +3,110.1% | +1,615.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling