+125.2%
GME vs Z
+25.1%
+100.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | 0.0% |
| 7D | +7.2% | -3.0% | +10.2% | +7.8% |
| 30D | +0.8% | -4.2% | +5.0% | +1.3% |
| 3M | -14.0% | -3.7% | -10.3% | -13.9% |
| 6M | -19.7% | -24.5% | +4.8% | -16.1% |
| YTD | -4.6% | -49.3% | +44.7% | +7.0% |
| 1Y | -14.3% | -58.7% | +44.3% | -0.8% |
| 3Y | +4.0% | -34.1% | +38.2% | +7.7% |
| 5Y | -62.2% | -64.5% | +2.3% | -61.4% |
| 10Y | +241.4% | -0.5% | +241.8% | +135.6% |
| All | +125.2% | +25.1% | +100.1% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling