+200.7%
GME vs Z
+10.9%
+189.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +1.2% |
| 7D | +5.8% | -5.2% | +11.0% | +6.7% |
| 30D | -3.7% | +5.7% | -9.4% | -5.0% |
| 3M | +33.6% | -8.7% | +42.3% | +34.6% |
| 6M | +5.4% | -26.0% | +31.4% | +10.0% |
| YTD | +27.4% | -55.0% | +82.5% | +45.1% |
| 1Y | +19.0% | -58.0% | +77.0% | +36.9% |
| 3Y | +101.5% | -15.2% | +116.7% | +99.6% |
| 5Y | -50.5% | -53.8% | +3.4% | -49.0% |
| 10Y | +493.3% | -14.5% | +507.9% | +317.9% |
| All | +200.7% | +10.9% | +189.8% | +97.8% |
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