-62.1%
GME vs Z
-65.5%
+3.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | +1.0% |
| 7D | +0.4% | -3.3% | +3.7% | +1.6% |
| 30D | -1.4% | -3.7% | +2.3% | -0.7% |
| 3M | -15.1% | -7.0% | -8.2% | -14.2% |
| 6M | -22.5% | -29.5% | +7.0% | -13.3% |
| YTD | -5.9% | -52.6% | +46.6% | +21.6% |
| 1Y | -18.6% | -64.0% | +45.4% | +16.2% |
| 3Y | +6.7% | -36.4% | +43.1% | +9.6% |
| All | -62.1% | -65.5% | +3.5% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling