+480.5%
GME vs ALM
+2,040.7%
-1,560.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | -0.2% |
| 7D | +4.8% | -6.3% | +11.1% | +5.1% |
| 30D | -4.3% | -31.4% | +27.2% | -2.4% |
| 3M | +35.3% | -40.6% | +75.9% | +38.3% |
| 6M | +4.7% | -58.6% | +63.4% | +8.5% |
| YTD | +26.6% | -7.6% | +34.2% | +23.9% |
| 1Y | +18.3% | +13.8% | +4.5% | +14.0% |
| 3Y | +102.8% | +842.1% | -739.3% | +63.0% |
| 5Y | -48.9% | +407.4% | -456.3% | -58.2% |
| 10Y | +480.5% | +2,079.4% | -1,598.9% | +410.8% |
| All | +480.5% | +2,040.7% | -1,560.2% | +410.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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