+80.2%
ALB vs GME
+271.8%
-191.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.2% |
| 7D | -7.6% | +6.0% | -13.6% | -7.9% |
| 30D | -5.6% | +8.3% | -13.9% | -6.1% |
| 3M | -16.8% | -9.1% | -7.8% | -16.5% |
| 6M | -26.3% | -16.3% | -10.0% | -25.7% |
| YTD | -13.2% | +1.5% | -14.8% | -13.5% |
| 1Y | +68.8% | -16.3% | +85.1% | +70.0% |
| 3Y | -30.7% | +15.1% | -45.8% | -35.6% |
| 5Y | -46.3% | -57.2% | +10.9% | -49.1% |
| All | +80.2% | +271.8% | -191.5% | +11.3% |
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