-33.8%
GIS vs GME
-49.3%
+15.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.4% |
| 7D | -3.4% | +2.9% | -6.3% | -3.3% |
| 30D | +6.9% | -4.8% | +11.7% | +6.9% |
| 3M | -10.1% | +39.2% | -49.3% | -9.9% |
| 6M | +5.9% | +17.1% | -11.2% | +6.0% |
| YTD | -21.1% | +28.7% | -49.8% | -20.9% |
| 1Y | -22.5% | +23.3% | -45.8% | -22.3% |
| 3Y | -39.0% | +112.9% | -151.9% | -37.9% |
| All | -33.8% | -49.3% | +15.5% | -33.7% |
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 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