-50.5%
GME vs ALM
+441.7%
-492.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | +1.5% |
| 7D | +5.8% | +0.7% | +5.0% | +5.7% |
| 30D | -3.7% | -26.1% | +22.4% | -2.3% |
| 3M | +33.6% | -38.1% | +71.7% | +36.1% |
| 6M | +5.4% | -55.4% | +60.8% | +8.8% |
| YTD | +27.4% | -0.4% | +27.8% | +23.5% |
| 1Y | +19.0% | +25.4% | -6.3% | +13.2% |
| 3Y | +101.5% | +907.8% | -806.3% | +51.0% |
| 5Y | -50.5% | +440.2% | -490.6% | -60.1% |
| All | -50.5% | +441.7% | -492.1% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling