-4.9%
GTLB vs GME
-15.0%
+10.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.4% |
| 7D | -4.1% | +6.0% | -10.1% | -5.6% |
| 30D | +12.3% | +8.3% | +4.0% | +9.9% |
| 3M | +65.9% | -9.1% | +75.0% | +69.3% |
| 6M | +104.0% | -16.3% | +120.3% | +110.4% |
| YTD | +26.0% | +1.5% | +24.5% | +30.4% |
| All | -4.9% | -15.0% | +10.1% | -3.4% |
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