+637.6%
GRMN vs GME
+271.8%
+365.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | -1.8% | +6.0% | -7.8% | -1.9% |
| 30D | -12.1% | +8.3% | -20.4% | -12.3% |
| 3M | +18.0% | -9.1% | +27.0% | +18.2% |
| 6M | +13.7% | -16.3% | +30.1% | +14.1% |
| YTD | +35.3% | +1.5% | +33.8% | +35.1% |
| 1Y | +17.2% | -16.3% | +33.6% | +17.6% |
| 3Y | +179.6% | +15.1% | +164.5% | +170.6% |
| 5Y | +75.6% | -57.2% | +132.7% | +71.1% |
| All | +637.6% | +271.8% | +365.9% | +440.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling