-15.7%
GME vs Z
-64.1%
+48.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.4% |
| 7D | +4.8% | -7.1% | +11.9% | +5.7% |
| 30D | +5.9% | -4.8% | +10.6% | +6.2% |
| 3M | -10.7% | -9.3% | -1.4% | -10.4% |
| 6M | -19.8% | -29.0% | +9.2% | -17.0% |
| YTD | -0.9% | -52.9% | +51.9% | +4.0% |
| 1Y | -15.7% | -63.1% | +47.5% | -13.2% |
| All | -15.7% | -64.1% | +48.5% | -13.2% |
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