+1,412.2%
ALB vs GME
+1,082.6%
+329.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.4% |
| 7D | -8.1% | +7.2% | -15.3% | -8.7% |
| 30D | +6.3% | +0.8% | +5.5% | +6.2% |
| 3M | -23.6% | -14.0% | -9.6% | -22.6% |
| 6M | -24.6% | -19.7% | -4.9% | -23.3% |
| YTD | -10.3% | -4.6% | -5.7% | -10.2% |
| 1Y | +61.5% | -14.3% | +75.8% | +63.0% |
| 3Y | -34.0% | +4.0% | -38.0% | -41.5% |
| 5Y | -44.6% | -62.2% | +17.6% | -48.7% |
| 10Y | +76.1% | +241.4% | -165.3% | -34.8% |
| All | +1,412.2% | +1,082.6% | +329.6% | +277.8% |
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