+14.7%
GTLB vs GME
-15.8%
+30.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | +11.1% | +7.2% | +3.8% | +8.9% |
| 30D | +37.8% | +0.8% | +37.0% | +37.4% |
| 3M | +61.6% | -14.0% | +75.5% | +67.7% |
| 6M | +98.9% | -19.7% | +118.7% | +108.4% |
| YTD | +32.8% | -4.6% | +37.4% | +38.5% |
| 1Y | +14.7% | -14.3% | +29.0% | +16.4% |
| All | +14.7% | -15.8% | +30.5% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling