+265.3%
GME vs ALM
+3,082.3%
-2,817.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.1% | +9.4% | +5.5% |
| 7D | +4.8% | +3.6% | +1.2% | +4.6% |
| 30D | +5.9% | +33.8% | -27.9% | +3.9% |
| 3M | -10.7% | +14.8% | -25.5% | -12.0% |
| 6M | -19.8% | -7.0% | -12.8% | -20.5% |
| YTD | -0.9% | +108.1% | -109.0% | -7.0% |
| 1Y | -15.7% | +313.8% | -329.5% | -24.8% |
| 3Y | +12.3% | +2,227.6% | -2,215.3% | -14.9% |
| 5Y | -60.1% | +956.6% | -1,016.7% | -68.6% |
| 10Y | +265.3% | +3,082.3% | -2,817.0% | +206.2% |
| All | +265.3% | +3,082.3% | -2,817.0% | +206.2% |
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