+6.7%
GME vs Z
-37.5%
+44.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | +0.4% |
| 7D | +0.4% | -3.3% | +3.7% | +1.3% |
| 30D | -1.4% | -3.7% | +2.3% | -0.8% |
| 3M | -15.1% | -7.0% | -8.2% | -14.4% |
| 6M | -22.5% | -29.5% | +7.0% | -15.2% |
| YTD | -5.9% | -52.6% | +46.6% | +15.7% |
| 1Y | -18.6% | -64.0% | +45.4% | +8.9% |
| 3Y | +6.7% | -36.4% | +43.1% | +3.9% |
| All | +6.7% | -37.5% | +44.1% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling