+220.4%
W vs GME
+484.8%
-264.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -7.4% | +1.6% | -9.0% | -7.5% |
| 30D | +7.8% | -6.2% | +14.0% | +8.6% |
| 3M | +10.9% | +35.8% | -24.9% | +7.3% |
| 6M | +86.4% | +10.3% | +76.2% | +84.1% |
| YTD | +14.0% | +27.2% | -13.3% | +10.6% |
| 1Y | +3.5% | +19.1% | -15.6% | +1.1% |
| 3Y | +164.8% | +103.7% | +61.0% | +121.1% |
| 5Y | -53.1% | -50.0% | -3.1% | -57.0% |
| 10Y | +220.4% | +471.4% | -251.0% | +48.0% |
| All | +220.4% | +484.8% | -264.4% | +48.0% |
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 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