+128.5%
GME vs TRU
+228.6%
-100.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.5% |
| 7D | +0.4% | -7.2% | +7.6% | +2.7% |
| 30D | -1.4% | -2.8% | +1.4% | -0.7% |
| 3M | -15.1% | +13.0% | -28.2% | -19.1% |
| 6M | -22.5% | +0.7% | -23.2% | -23.8% |
| YTD | -5.9% | -9.0% | +3.1% | -5.1% |
| 1Y | -18.6% | -16.3% | -2.3% | -16.2% |
| 3Y | +6.7% | -1.1% | +7.7% | -0.7% |
| 5Y | -62.0% | -36.0% | -26.0% | -61.3% |
| 10Y | +239.5% | +139.9% | +99.6% | +126.0% |
| All | +128.5% | +228.6% | -100.0% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling