+101.5%
GME vs ALM
+907.8%
-806.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | +1.6% |
| 7D | +5.8% | +0.7% | +5.0% | +5.7% |
| 30D | -3.7% | -26.1% | +22.4% | -2.7% |
| 3M | +33.6% | -38.1% | +71.7% | +35.2% |
| 6M | +5.4% | -55.4% | +60.8% | +8.0% |
| YTD | +27.4% | -0.4% | +27.8% | +24.4% |
| 1Y | +19.0% | +25.4% | -6.3% | +14.4% |
| 3Y | +101.5% | +907.8% | -806.3% | +52.1% |
| All | +101.5% | +907.8% | -806.3% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling