+185.7%
GS vs GME
-62.8%
+248.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +0.9% | +7.2% | -6.3% | +0.6% |
| 30D | -1.6% | +0.8% | -2.4% | -1.6% |
| 3M | -4.5% | -14.0% | +9.5% | -3.8% |
| 6M | +20.9% | -19.7% | +40.6% | +22.1% |
| YTD | +19.9% | -4.6% | +24.5% | +20.0% |
| 1Y | +41.4% | -14.3% | +55.8% | +42.2% |
| 3Y | +239.2% | +4.0% | +235.1% | +212.7% |
| All | +185.7% | -62.8% | +248.6% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling