+5.6%
GTLB vs GME
+106.8%
-101.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -0.7% | +2.9% | -3.7% | -0.9% |
| 30D | -10.2% | -4.8% | -5.4% | -10.0% |
| 3M | +10.1% | +39.2% | -29.1% | +8.3% |
| 6M | +116.5% | +17.1% | +99.4% | +114.6% |
| YTD | +27.2% | +28.7% | -1.6% | +25.8% |
| 1Y | +8.6% | +23.3% | -14.8% | +7.4% |
| 3Y | +5.6% | +112.9% | -107.4% | -0.9% |
| All | +5.6% | +106.8% | -101.2% | -0.9% |
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