+265.3%
GME vs Z
-5.7%
+271.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.4% |
| 7D | +4.8% | -7.1% | +11.9% | +6.3% |
| 30D | +5.9% | -4.8% | +10.6% | +6.5% |
| 3M | -10.7% | -9.3% | -1.4% | -9.7% |
| 6M | -19.8% | -29.0% | +9.2% | -15.2% |
| YTD | -0.9% | -52.9% | +51.9% | +12.8% |
| 1Y | -15.7% | -63.1% | +47.5% | +0.1% |
| 3Y | +12.3% | -36.9% | +49.2% | +17.2% |
| 5Y | -60.1% | -65.5% | +5.4% | -59.2% |
| 10Y | +265.3% | -3.9% | +269.2% | +156.4% |
| All | +265.3% | -5.7% | +271.0% | +156.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling