+201.1%
GME vs Z
+4.2%
+196.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.7% |
| 7D | +6.0% | -4.9% | +10.9% | +6.9% |
| 30D | -5.9% | +3.0% | -8.8% | -6.8% |
| 3M | +38.2% | -13.4% | +51.6% | +40.6% |
| 6M | +14.5% | -27.3% | +41.9% | +19.9% |
| YTD | +27.6% | -57.8% | +85.4% | +46.9% |
| 1Y | +19.9% | -60.0% | +80.0% | +39.2% |
| 3Y | +104.3% | -21.5% | +125.8% | +105.2% |
| 5Y | -49.3% | -55.0% | +5.7% | -47.3% |
| 10Y | +473.0% | -18.8% | +491.8% | +307.6% |
| All | +201.1% | +4.2% | +196.9% | +100.3% |
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