-37.4%
GIS vs GME
+14.2%
-51.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.6% | -3.0% |
| 7D | -8.4% | +6.0% | -14.4% | -8.4% |
| 30D | -5.2% | +8.3% | -13.5% | -5.2% |
| 3M | +8.2% | -9.1% | +17.2% | +8.1% |
| 6M | -12.0% | -16.3% | +4.3% | -12.0% |
| YTD | -18.9% | +1.5% | -20.4% | -18.8% |
| 1Y | -23.6% | -16.3% | -7.3% | -23.6% |
| All | -37.4% | +14.2% | -51.6% | -35.6% |
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