+243.8%
GLW vs GME
-53.9%
+297.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.9% | +7.4% | +9.2% |
| 7D | -5.9% | +5.8% | -11.7% | -6.1% |
| 30D | -26.0% | -3.7% | -22.3% | -25.9% |
| 3M | -29.9% | +33.6% | -63.4% | -31.0% |
| 6M | -37.8% | +5.4% | -43.2% | -38.1% |
| YTD | +33.1% | +27.4% | +5.7% | +31.0% |
| 1Y | +36.8% | +19.0% | +17.8% | +35.1% |
| 3Y | +356.1% | +101.5% | +254.6% | +300.7% |
| 5Y | +243.8% | -50.5% | +294.3% | +218.0% |
| All | +243.8% | -53.9% | +297.7% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling