+36.3%
ALB vs GME
+484.8%
-448.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +1.1% | +1.6% | -0.6% | +0.9% |
| 30D | -2.6% | -6.2% | +3.6% | -2.3% |
| 3M | -25.6% | +35.8% | -61.3% | -27.0% |
| 6M | -54.0% | +10.3% | -64.3% | -54.4% |
| YTD | -31.6% | +27.2% | -58.8% | -32.7% |
| 1Y | -6.6% | +19.1% | -25.7% | -7.8% |
| 3Y | -14.0% | +103.7% | -117.7% | -22.6% |
| 5Y | -62.5% | -50.0% | -12.6% | -64.9% |
| 10Y | +36.3% | +471.4% | -435.2% | -23.2% |
| All | +36.3% | +484.8% | -448.5% | -23.2% |
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