-36.9%
GLXY vs GME
-9.6%
-27.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.6% |
| 7D | +5.3% | +2.9% | +2.4% | +4.3% |
| 30D | -19.8% | -4.8% | -15.0% | -18.3% |
| 3M | -31.4% | +39.2% | -70.6% | -39.2% |
| 6M | -53.3% | +17.1% | -70.4% | -56.2% |
| YTD | -35.7% | +28.7% | -64.4% | -42.6% |
| 1Y | -47.2% | +23.3% | -70.5% | -52.4% |
| All | -36.9% | -9.6% | -27.3% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling