-55.2%
GLXY vs GME
+15.0%
-70.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.6% | -20.6% | -17.8% |
| 7D | -26.8% | +7.8% | -34.6% | -28.3% |
| 30D | -38.3% | -0.4% | -37.9% | -37.9% |
| 3M | -36.9% | +30.9% | -67.8% | -41.5% |
| 6M | -52.1% | +5.5% | -57.6% | -52.6% |
| YTD | -37.5% | +25.2% | -62.7% | -42.2% |
| 1Y | -55.2% | +14.4% | -69.6% | -58.7% |
| All | -55.2% | +15.0% | -70.1% | -58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling