+15.5%
GLXY vs GME
-33.0%
+48.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | +13.4% | +7.2% | +6.2% | +10.5% |
| 30D | +38.1% | +0.8% | +37.3% | +37.8% |
| 3M | -7.3% | -14.0% | +6.6% | -2.5% |
| 6M | +8.2% | -19.7% | +27.9% | +15.5% |
| YTD | +17.8% | -4.6% | +22.3% | +17.4% |
| 1Y | +14.9% | -14.3% | +29.3% | +20.0% |
| All | +15.5% | -33.0% | +48.5% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling