-25.2%
GIS vs GME
-58.9%
+33.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.1% |
| 3M | +8.2% | -9.1% | +17.2% | +8.1% |
| 6M | -12.0% | -16.3% | +4.3% | -12.1% |
| YTD | -18.9% | +1.5% | -20.4% | -18.8% |
| 1Y | -23.6% | -16.3% | -7.3% | -23.7% |
| 3Y | -37.6% | +15.1% | -52.7% | -36.9% |
| 5Y | -25.2% | -57.2% | +32.0% | -24.6% |
| All | -25.2% | -58.9% | +33.7% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling