+290.5%
GME vs BTG
+159.3%
+131.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.7% |
| 7D | +10.4% | -3.8% | +14.1% | +10.7% |
| 30D | +14.1% | +3.6% | +10.4% | +13.7% |
| 3M | -4.6% | +32.0% | -36.7% | -6.8% |
| 6M | -13.5% | +3.4% | -16.9% | -14.3% |
| YTD | +5.3% | +20.8% | -15.5% | +2.9% |
| 1Y | -14.9% | +22.4% | -37.3% | -17.2% |
| 3Y | +24.3% | +91.7% | -67.4% | +16.0% |
| 5Y | -55.6% | +79.0% | -134.6% | -58.5% |
| All | +290.5% | +159.3% | +131.2% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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