-57.2%
GME vs TRU
-36.7%
-20.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +6.0% | -9.4% | +15.4% | +10.3% |
| 30D | +8.3% | -4.1% | +12.5% | +9.9% |
| 3M | -9.1% | +13.6% | -22.6% | -14.8% |
| 6M | -16.3% | +3.6% | -19.9% | -19.4% |
| YTD | +1.5% | -9.8% | +11.4% | +3.0% |
| 1Y | -16.3% | -13.6% | -2.7% | -14.3% |
| 3Y | +15.1% | -2.0% | +17.1% | +3.6% |
| 5Y | -57.2% | -35.8% | -21.4% | -52.6% |
| All | -57.2% | -36.7% | -20.5% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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