+18.3%
GME vs ALM
+12.3%
+6.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | -0.5% |
| 7D | +4.8% | -6.3% | +11.1% | +4.8% |
| 30D | -4.3% | -31.4% | +27.2% | -4.1% |
| 3M | +35.3% | -40.6% | +75.9% | +35.2% |
| 6M | +4.7% | -58.6% | +63.4% | +6.8% |
| YTD | +26.6% | -7.6% | +34.2% | +20.7% |
| 1Y | +18.3% | +13.8% | +4.5% | +7.9% |
| All | +18.3% | +12.3% | +6.1% | +7.9% |
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