+448.8%
GS vs GME
+482.1%
-33.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | +1.6% | +4.8% | -3.2% | +1.4% |
| 30D | +1.7% | -4.3% | +5.9% | +1.8% |
| 3M | -11.6% | +35.3% | -46.9% | -12.6% |
| 6M | -1.9% | +4.7% | -6.6% | -2.2% |
| YTD | +5.1% | +26.6% | -21.6% | +3.9% |
| 1Y | +16.4% | +18.3% | -1.9% | +15.4% |
| 3Y | +199.0% | +102.8% | +96.2% | +177.9% |
| 5Y | +157.4% | -48.9% | +206.4% | +145.6% |
| All | +448.8% | +482.1% | -33.2% | +192.6% |
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