+40.5%
W vs GME
+4.1%
+36.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.7% |
| 7D | +6.5% | +0.4% | +6.1% | +6.4% |
| 30D | -6.2% | -1.4% | -4.8% | -6.1% |
| 3M | +48.9% | -15.1% | +64.0% | +52.0% |
| 6M | +31.2% | -22.5% | +53.7% | +35.4% |
| YTD | -0.4% | -5.9% | +5.5% | -0.1% |
| 1Y | +14.8% | -18.6% | +33.5% | +17.2% |
| 3Y | +40.5% | +6.7% | +33.8% | +14.9% |
| All | +40.5% | +4.1% | +36.4% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling