+10.3%
GLXY vs GME
-30.5%
+40.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.3% | -12.3% | -9.0% |
| 7D | +4.5% | +4.8% | -0.3% | +2.6% |
| 30D | +28.8% | +5.9% | +23.0% | +26.0% |
| 3M | -23.0% | -10.7% | -12.3% | -20.5% |
| 6M | +17.0% | -19.8% | +36.8% | +25.0% |
| YTD | +12.5% | -0.9% | +13.4% | +10.4% |
| 1Y | -5.4% | -15.7% | +10.3% | -0.9% |
| All | +10.3% | -30.5% | +40.8% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling