+44.4%
GSK vs GME
-49.3%
+93.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | +1.1% | +2.9% | -1.8% | +1.1% |
| 30D | +6.3% | -4.8% | +11.1% | +6.4% |
| 3M | +1.8% | +39.2% | -37.4% | +1.6% |
| 6M | +1.7% | +17.1% | -15.4% | +1.6% |
| YTD | +6.5% | +28.7% | -22.2% | +6.4% |
| 1Y | +9.5% | +23.3% | -13.8% | +9.4% |
| 3Y | +65.3% | +112.9% | -47.6% | +61.4% |
| All | +44.4% | -49.3% | +93.6% | +41.1% |
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