+382.5%
GLW vs GME
-62.6%
+445.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.7% |
| 6M | +35.1% | -22.5% | +57.6% | +36.5% |
| YTD | +90.5% | -5.9% | +96.5% | +90.6% |
| 1Y | +132.0% | -18.6% | +150.7% | +133.7% |
| 3Y | +463.3% | +6.7% | +456.7% | +416.2% |
| 5Y | +382.5% | -62.0% | +444.5% | +350.9% |
| All | +382.5% | -62.6% | +445.1% | +350.9% |
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 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