+356.1%
GLW vs GME
+93.1%
+263.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.9% | +7.4% | +9.2% |
| 7D | -5.9% | +5.8% | -11.7% | -6.0% |
| 30D | -26.0% | -3.7% | -22.3% | -25.9% |
| 3M | -29.9% | +33.6% | -63.4% | -30.4% |
| 6M | -37.8% | +5.4% | -43.2% | -37.9% |
| YTD | +33.1% | +27.4% | +5.7% | +32.1% |
| 1Y | +36.8% | +19.0% | +17.8% | +36.0% |
| 3Y | +356.1% | +101.5% | +254.6% | +336.7% |
| All | +356.1% | +93.1% | +263.0% | +336.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling