+438.8%
GS vs GME
+475.1%
-36.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | +5.9% | +2.9% | +3.0% | +5.7% |
| 30D | +4.3% | -4.8% | +9.1% | +4.5% |
| 3M | -11.7% | +39.2% | -50.9% | -12.8% |
| 6M | -3.2% | +17.1% | -20.2% | -3.9% |
| YTD | +5.8% | +28.7% | -22.9% | +4.6% |
| 1Y | +16.0% | +23.3% | -7.3% | +14.9% |
| 3Y | +199.8% | +112.9% | +86.8% | +178.2% |
| 5Y | +155.5% | -48.8% | +204.4% | +143.8% |
| All | +438.8% | +475.1% | -36.2% | +188.6% |
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