-21.4%
GME vs GGLL
+328.4%
-349.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.4% | +1.9% | -1.4% | 0.0% |
| 30D | -1.4% | -9.7% | +8.3% | +0.7% |
| 3M | -15.1% | -18.0% | +2.9% | -12.8% |
| 6M | -22.5% | +15.3% | -37.7% | -28.4% |
| YTD | -5.9% | +2.2% | -8.1% | -10.5% |
| 1Y | -18.6% | +73.1% | -91.7% | -34.8% |
| 3Y | +6.7% | +242.7% | -236.0% | -36.1% |
| All | -21.4% | +328.4% | -349.8% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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