+18.6%
GLXY vs GME
-34.0%
+52.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.3% |
| 7D | +15.5% | +0.4% | +15.0% | +15.3% |
| 30D | +34.1% | -1.4% | +35.5% | +34.9% |
| 3M | -11.3% | -15.1% | +3.8% | -6.5% |
| 6M | +31.6% | -22.5% | +54.1% | +42.6% |
| YTD | +21.0% | -5.9% | +26.9% | +21.2% |
| 1Y | +11.7% | -18.6% | +30.3% | +18.8% |
| All | +18.6% | -34.0% | +52.6% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling