+139.3%
GS vs GME
-52.7%
+192.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.6% |
| 7D | -3.2% | +3.7% | -6.9% | -3.4% |
| 30D | -2.4% | +2.2% | -4.6% | -2.5% |
| 3M | -15.7% | +30.6% | -46.4% | -17.0% |
| 6M | -6.8% | -0.2% | -6.6% | -6.9% |
| YTD | -0.1% | +25.1% | -25.2% | -1.5% |
| 1Y | +12.1% | +17.7% | -5.6% | +10.8% |
| 3Y | +185.8% | +85.7% | +100.1% | +153.7% |
| All | +139.3% | -52.7% | +192.1% | +121.1% |
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