+463.3%
GLW vs GME
+4.1%
+459.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +9.0% | +7.6% |
| 7D | +14.0% | +0.4% | +13.6% | +14.0% |
| 30D | +0.4% | -1.4% | +1.8% | +0.4% |
| 3M | -11.3% | -15.1% | +3.8% | -11.0% |
| 6M | +35.1% | -22.5% | +57.6% | +35.9% |
| YTD | +90.5% | -5.9% | +96.5% | +90.5% |
| 1Y | +132.0% | -18.6% | +150.7% | +132.9% |
| 3Y | +463.3% | +6.7% | +456.7% | +450.5% |
| All | +463.3% | +4.1% | +459.2% | +450.5% |
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