-21.1%
GIS vs GME
+285.6%
-306.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.3% |
| 7D | -6.4% | +10.4% | -16.8% | -6.4% |
| 30D | -6.1% | +14.1% | -20.2% | -6.2% |
| 3M | +7.8% | -4.6% | +12.5% | +7.9% |
| 6M | -8.8% | -13.5% | +4.7% | -8.7% |
| YTD | -19.1% | +5.3% | -24.5% | -19.2% |
| 1Y | -24.8% | -14.9% | -9.9% | -24.7% |
| 3Y | -37.6% | +24.3% | -61.8% | -38.4% |
| 5Y | -25.4% | -55.6% | +30.1% | -26.2% |
| All | -21.1% | +285.6% | -306.7% | -29.1% |
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