+134.7%
GLW vs GME
-13.9%
+148.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.8% | +1.1% |
| 7D | +16.9% | +4.8% | +12.0% | +16.5% |
| 30D | +7.0% | +5.9% | +1.1% | +6.5% |
| 3M | -3.0% | -10.7% | +7.8% | -2.2% |
| 6M | +31.0% | -19.8% | +50.8% | +33.8% |
| YTD | +93.4% | -0.9% | +94.4% | +86.5% |
| 1Y | +134.7% | -15.7% | +150.4% | +133.7% |
| All | +134.7% | -13.9% | +148.6% | +133.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling