+14.4%
GME vs Z
-54.2%
+68.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.4% | -5.8% | +2.5% |
| 7D | +7.8% | +10.2% | -2.4% | +6.5% |
| 30D | -0.4% | +23.7% | -24.1% | -3.1% |
| 3M | +30.9% | -6.6% | +37.4% | +31.6% |
| 6M | +5.5% | -23.0% | +28.5% | +9.3% |
| YTD | +25.2% | -50.3% | +75.5% | +35.9% |
| 1Y | +14.4% | -53.6% | +68.0% | +23.1% |
| All | +14.4% | -54.2% | +68.5% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling