-18.4%
GME vs ALM
+319.5%
-337.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.1% | +9.4% | +5.4% |
| 7D | +4.8% | +3.6% | +1.2% | +4.7% |
| 30D | +5.9% | +33.8% | -27.9% | +4.6% |
| 3M | -10.7% | +14.8% | -25.5% | -11.1% |
| 6M | -19.8% | -7.0% | -12.8% | -19.4% |
| YTD | -0.9% | +108.1% | -109.0% | -6.0% |
| All | -18.4% | +319.5% | -337.8% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling