-58.4%
GME vs BTG
+78.0%
-136.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.7% |
| 7D | +10.4% | -3.8% | +14.1% | +11.1% |
| 30D | +14.1% | +3.6% | +10.4% | +13.1% |
| 3M | -4.6% | +32.0% | -36.7% | -10.3% |
| 6M | -13.5% | +3.4% | -16.9% | -15.4% |
| YTD | +5.3% | +20.8% | -15.5% | -1.8% |
| 1Y | -14.9% | +22.4% | -37.3% | -21.9% |
| 3Y | +24.3% | +91.7% | -67.4% | -2.1% |
| All | -58.4% | +78.0% | -136.4% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling