+12.1%
GS vs GME
+14.4%
-2.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.8% |
| 7D | -3.2% | +3.7% | -6.9% | -3.5% |
| 30D | -2.4% | +2.2% | -4.6% | -2.5% |
| 3M | -15.7% | +30.6% | -46.4% | -18.4% |
| 6M | -6.8% | -0.2% | -6.6% | -5.5% |
| YTD | -0.1% | +25.1% | -25.2% | -4.3% |
| 1Y | +12.1% | +17.7% | -5.6% | +6.0% |
| All | +12.1% | +14.4% | -2.3% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling