-20.1%
GFS vs GME
+106.8%
-126.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.8% |
| 7D | +7.4% | +2.9% | +4.5% | +7.2% |
| 30D | -15.3% | -4.8% | -10.5% | -15.0% |
| 3M | -21.1% | +39.2% | -60.3% | -22.8% |
| 6M | -44.5% | +17.1% | -61.6% | -45.1% |
| YTD | +19.2% | +28.7% | -9.5% | +16.8% |
| 1Y | +27.2% | +23.3% | +3.9% | +24.9% |
| 3Y | -20.1% | +112.9% | -133.1% | -30.4% |
| All | -20.1% | +106.8% | -126.9% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling