-47.2%
GLXY vs GME
+21.5%
-68.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.5% |
| 7D | +5.3% | +2.9% | +2.4% | +4.6% |
| 30D | -19.8% | -4.8% | -15.0% | -18.3% |
| 3M | -31.4% | +39.2% | -70.6% | -36.9% |
| 6M | -53.3% | +17.1% | -70.4% | -55.2% |
| YTD | -35.7% | +28.7% | -64.4% | -38.6% |
| 1Y | -47.2% | +23.3% | -70.5% | -50.8% |
| All | -47.2% | +21.5% | -68.7% | -50.8% |
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