+526.0%
GLW vs GME
+475.1%
+50.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.3% |
| 7D | +7.7% | +2.9% | +4.8% | +7.7% |
| 30D | -18.8% | -4.8% | -14.1% | -18.7% |
| 3M | -27.7% | +39.2% | -66.9% | -28.4% |
| 6M | -44.4% | +17.1% | -61.5% | -44.7% |
| YTD | +31.3% | +28.7% | +2.5% | +30.2% |
| 1Y | +40.0% | +23.3% | +16.7% | +39.0% |
| 3Y | +339.2% | +112.9% | +226.3% | +317.0% |
| 5Y | +229.2% | -48.8% | +278.0% | +218.2% |
| All | +526.0% | +475.1% | +50.9% | +268.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling