+867.9%
GLW vs GME
+255.4%
+612.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.8% | +1.4% |
| 7D | +16.9% | +4.8% | +12.0% | +16.7% |
| 30D | +7.0% | +5.9% | +1.1% | +6.8% |
| 3M | -3.0% | -10.7% | +7.8% | -2.7% |
| 6M | +31.0% | -19.8% | +50.8% | +31.6% |
| YTD | +93.4% | -0.9% | +94.4% | +93.2% |
| 1Y | +134.7% | -15.7% | +150.4% | +135.4% |
| 3Y | +471.8% | +12.3% | +459.5% | +451.9% |
| 5Y | +394.5% | -60.1% | +454.5% | +381.1% |
| 10Y | +867.9% | +265.3% | +602.6% | +502.0% |
| All | +867.9% | +255.4% | +612.6% | +502.0% |
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 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