-62.3%
W vs GME
-55.8%
-6.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -1.2% |
| 7D | +5.9% | +4.8% | +1.1% | +4.6% |
| 30D | -3.0% | +5.9% | -8.9% | -4.6% |
| 3M | +40.3% | -10.7% | +51.1% | +43.8% |
| 6M | +32.2% | -19.8% | +52.0% | +38.6% |
| YTD | -0.3% | -0.9% | +0.7% | -1.3% |
| 1Y | +16.2% | -15.7% | +31.8% | +19.3% |
| 3Y | +40.7% | +12.3% | +28.4% | -14.1% |
| 5Y | -62.3% | -60.1% | -2.3% | -71.8% |
| All | -62.3% | -55.8% | -6.5% | -71.8% |
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