+258.9%
GIS vs GME
+1,066.0%
-807.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -8.3% | +0.4% | -8.7% | -8.3% |
| 30D | +2.2% | -1.4% | +3.6% | +2.2% |
| 3M | +15.7% | -15.1% | +30.8% | +16.1% |
| 6M | -12.0% | -22.5% | +10.5% | -11.6% |
| YTD | -15.0% | -5.9% | -9.0% | -14.9% |
| 1Y | -20.1% | -18.6% | -1.5% | -19.9% |
| 3Y | -34.6% | +6.7% | -41.3% | -36.6% |
| 5Y | -22.8% | -62.0% | +39.1% | -24.7% |
| 10Y | -18.5% | +239.5% | -258.0% | -39.3% |
| All | +258.9% | +1,066.0% | -807.0% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling