+163.6%
W vs GME
+157.3%
+6.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -4.2% | +7.2% | -11.4% | -4.9% |
| 30D | -7.6% | +0.8% | -8.4% | -7.7% |
| 3M | +37.2% | -14.0% | +51.1% | +39.2% |
| 6M | +26.3% | -19.7% | +46.1% | +29.0% |
| YTD | -1.0% | -4.6% | +3.6% | -0.9% |
| 1Y | +20.1% | -14.3% | +34.4% | +21.4% |
| 3Y | +37.8% | +4.0% | +33.8% | +22.7% |
| 5Y | -63.7% | -62.2% | -1.5% | -65.6% |
| 10Y | +156.3% | +241.4% | -85.0% | +25.7% |
| All | +163.6% | +157.3% | +6.3% | +29.7% |
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