+75.8%
ALB vs GME
-13.9%
+89.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.3% | -8.1% | -3.8% |
| 7D | -8.6% | +4.8% | -13.4% | -9.4% |
| 30D | -4.0% | +5.9% | -9.9% | -5.1% |
| 3M | -17.4% | -10.7% | -6.7% | -15.7% |
| 6M | -25.4% | -19.8% | -5.6% | -22.0% |
| YTD | -10.5% | -0.9% | -9.6% | -13.0% |
| 1Y | +75.8% | -15.7% | +91.5% | +77.7% |
| All | +75.8% | -13.9% | +89.7% | +77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling