+47.4%
GSK vs GME
+5.8%
+41.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.7% |
| 7D | -4.2% | +0.4% | -4.6% | -4.2% |
| 30D | -7.5% | -1.4% | -6.1% | -7.5% |
| 3M | -3.3% | -15.1% | +11.9% | -3.3% |
| 6M | -9.3% | -22.5% | +13.2% | -9.3% |
| YTD | +1.6% | -5.9% | +7.5% | +1.7% |
| 1Y | +25.5% | -18.6% | +44.1% | +25.5% |
| All | +47.4% | +5.8% | +41.5% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling