+155.2%
W vs GME
+285.6%
-130.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.8% |
| 7D | -0.9% | +10.4% | -11.3% | -1.9% |
| 30D | -4.2% | +14.1% | -18.3% | -5.6% |
| 3M | +26.9% | -4.6% | +31.5% | +27.3% |
| 6M | +31.2% | -13.5% | +44.8% | +32.8% |
| YTD | -1.8% | +5.3% | -7.2% | -2.8% |
| 1Y | +9.3% | -14.9% | +24.2% | +10.5% |
| 3Y | +33.2% | +24.3% | +8.9% | +16.9% |
| 5Y | -62.4% | -55.6% | -6.8% | -64.9% |
| All | +155.2% | +285.6% | -130.4% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling