+76.7%
GSK vs GME
+271.8%
-195.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -1.1% |
| 7D | -5.4% | +6.0% | -11.4% | -5.4% |
| 30D | -4.6% | +8.3% | -12.9% | -4.7% |
| 3M | -5.1% | -9.1% | +3.9% | -5.1% |
| 6M | -11.4% | -16.3% | +4.9% | -11.4% |
| YTD | +0.7% | +1.5% | -0.8% | +0.7% |
| 1Y | +23.0% | -16.3% | +39.4% | +23.1% |
| 3Y | +48.0% | +15.1% | +32.8% | +46.5% |
| 5Y | +48.2% | -57.2% | +105.4% | +47.0% |
| All | +76.7% | +271.8% | -195.1% | +53.1% |
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 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