+458.9%
GS vs GME
+484.8%
-25.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.8% |
| 7D | -0.1% | +1.6% | -1.8% | -0.2% |
| 30D | +3.7% | -6.2% | +9.8% | +3.9% |
| 3M | -10.0% | +35.8% | -45.7% | -11.1% |
| 6M | -1.0% | +10.3% | -11.3% | -1.5% |
| YTD | +7.0% | +27.2% | -20.3% | +5.8% |
| 1Y | +16.6% | +19.1% | -2.5% | +15.6% |
| 3Y | +204.4% | +103.7% | +100.7% | +182.9% |
| 5Y | +160.0% | -50.0% | +210.0% | +148.3% |
| 10Y | +458.9% | +471.4% | -12.6% | +197.9% |
| All | +458.9% | +484.8% | -25.9% | +197.9% |
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