-58.4%
GME vs GFI
+524.1%
-582.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +3.9% |
| 7D | +10.4% | -4.9% | +15.2% | +11.0% |
| 30D | +14.1% | +10.7% | +3.3% | +12.7% |
| 3M | -4.6% | +25.6% | -30.3% | -7.5% |
| 6M | -13.5% | -8.3% | -5.3% | -13.4% |
| YTD | +5.3% | +6.3% | -1.0% | +2.7% |
| 1Y | -14.9% | +22.1% | -37.0% | -19.0% |
| 3Y | +24.3% | +289.2% | -264.9% | -3.1% |
| All | -58.4% | +524.1% | -582.5% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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