+471.4%
GME vs Z
-14.8%
+486.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | +1.6% | -13.1% | +14.7% | +4.3% |
| 30D | -6.2% | +5.9% | -12.0% | -7.6% |
| 3M | +35.8% | -13.7% | +49.4% | +38.3% |
| 6M | +10.3% | -27.1% | +37.4% | +15.5% |
| YTD | +27.2% | -56.8% | +84.0% | +46.5% |
| 1Y | +19.1% | -60.2% | +79.3% | +39.0% |
| 3Y | +103.7% | -19.7% | +123.4% | +103.7% |
| 5Y | -50.0% | -53.7% | +3.7% | -48.5% |
| 10Y | +471.4% | -16.9% | +488.3% | +285.1% |
| All | +471.4% | -14.8% | +486.2% | +285.1% |
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 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