+816.6%
GLD vs GME
+937.2%
-120.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | +7.2% | -7.7% | -0.5% |
| 30D | +4.4% | +0.8% | +3.6% | +4.4% |
| 3M | -1.1% | -14.0% | +12.9% | -1.1% |
| 6M | -13.8% | -19.7% | +5.9% | -13.8% |
| YTD | +2.6% | -4.6% | +7.2% | +2.6% |
| 1Y | +24.5% | -14.3% | +38.9% | +24.5% |
| 3Y | +125.8% | +4.0% | +121.8% | +126.3% |
| 5Y | +137.8% | -62.2% | +200.0% | +138.1% |
| 10Y | +221.4% | +241.4% | -20.0% | +229.1% |
| All | +816.6% | +937.2% | -120.6% | +786.0% |
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