+209.8%
W vs GME
+243.7%
-33.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.4% |
| 7D | +3.3% | +5.8% | -2.5% | +2.7% |
| 30D | +10.5% | -3.7% | +14.2% | +11.0% |
| 3M | +9.6% | +33.6% | -23.9% | +6.1% |
| 6M | +76.4% | +5.4% | +71.0% | +75.0% |
| YTD | +16.4% | +27.4% | -11.0% | +12.8% |
| 1Y | +9.3% | +19.0% | -9.7% | +6.7% |
| 3Y | +172.8% | +101.5% | +71.3% | +126.5% |
| 5Y | -53.4% | -50.5% | -2.9% | -57.2% |
| 10Y | +243.6% | +493.3% | -249.7% | +53.1% |
| All | +209.8% | +243.7% | -33.9% | +47.7% |
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