-12.3%
GFS vs GME
-41.6%
+29.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.7% |
| 7D | -3.1% | +5.8% | -8.9% | -3.7% |
| 30D | -16.0% | -3.7% | -12.4% | -15.7% |
| 3M | -24.7% | +33.6% | -58.3% | -27.1% |
| 6M | -45.1% | +5.4% | -50.5% | -45.6% |
| YTD | +16.5% | +27.4% | -11.0% | +12.5% |
| 1Y | +19.3% | +19.0% | +0.3% | +16.1% |
| 3Y | -20.0% | +101.5% | -121.5% | -40.1% |
| 5Y | -32.0% | -50.5% | +18.4% | -38.6% |
| All | -12.3% | -41.6% | +29.2% | -22.9% |
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