+521.8%
GLW vs GME
+483.4%
+38.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.3% |
| 7D | -11.1% | +4.8% | -15.9% | -11.2% |
| 30D | -28.4% | -4.3% | -24.2% | -28.4% |
| 3M | -28.8% | +35.3% | -64.1% | -29.4% |
| 6M | -39.8% | +4.7% | -44.5% | -40.0% |
| YTD | +28.7% | +26.6% | +2.1% | +27.7% |
| 1Y | +27.7% | +18.3% | +9.4% | +26.9% |
| 3Y | +331.3% | +102.8% | +228.5% | +310.1% |
| 5Y | +233.4% | -48.9% | +282.4% | +222.4% |
| 10Y | +521.8% | +480.5% | +41.3% | +262.9% |
| All | +521.8% | +483.4% | +38.4% | +262.9% |
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