+471.4%
GME vs ALM
+2,084.7%
-1,613.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.5% |
| 7D | +1.6% | -7.2% | +8.8% | +2.0% |
| 30D | -6.2% | -26.4% | +20.2% | -4.7% |
| 3M | +35.8% | -38.6% | +74.4% | +38.5% |
| 6M | +10.3% | -61.0% | +71.3% | +14.7% |
| YTD | +27.2% | -7.4% | +34.6% | +24.5% |
| 1Y | +19.1% | +14.0% | +5.1% | +14.8% |
| 3Y | +103.7% | +844.4% | -740.7% | +63.8% |
| 5Y | -50.0% | +410.8% | -460.8% | -59.1% |
| 10Y | +471.4% | +2,084.7% | -1,613.3% | +402.5% |
| All | +471.4% | +2,084.7% | -1,613.3% | +402.5% |
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