+3,127.6%
GLW vs GME
+1,082.6%
+2,045.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.7% |
| 7D | +3.8% | +7.2% | -3.5% | +3.2% |
| 30D | -1.3% | +0.8% | -2.1% | -1.4% |
| 3M | -21.8% | -14.0% | -7.8% | -21.1% |
| 6M | +6.9% | -19.7% | +26.6% | +8.2% |
| YTD | +77.2% | -4.6% | +81.7% | +77.1% |
| 1Y | +123.2% | -14.3% | +137.6% | +124.7% |
| 3Y | +400.0% | +4.0% | +396.0% | +351.0% |
| 5Y | +342.8% | -62.2% | +405.0% | +310.8% |
| 10Y | +771.4% | +241.4% | +530.0% | +207.1% |
| All | +3,127.6% | +1,082.6% | +2,045.0% | +543.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling