+223.9%
GSK vs GME
+1,495.6%
-1,271.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | +1.8% | +39.2% | -37.4% | +0.9% |
| 6M | +1.7% | +17.1% | -15.4% | +1.2% |
| YTD | +6.5% | +28.7% | -22.2% | +5.7% |
| 1Y | +9.5% | +23.3% | -13.8% | +8.8% |
| 3Y | +65.3% | +112.9% | -47.6% | +56.0% |
| 5Y | +43.7% | -48.8% | +92.6% | +38.5% |
| 10Y | +104.1% | +478.2% | -374.0% | +32.7% |
| All | +223.9% | +1,495.6% | -1,271.6% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling