-19.9%
GFS vs GME
+0.2%
-20.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +1.0% | +7.2% | -6.2% | +0.5% |
| 30D | -8.6% | +0.8% | -9.4% | -8.6% |
| 3M | -46.5% | -14.0% | -32.6% | -46.1% |
| 6M | -4.8% | -19.7% | +14.9% | -3.7% |
| YTD | +29.7% | -4.6% | +34.2% | +29.5% |
| 1Y | +35.8% | -14.3% | +50.2% | +36.6% |
| All | -19.9% | +0.2% | -20.1% | -26.7% |
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 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