-54.5%
GTLB vs GME
-55.6%
+1.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.6% |
| 7D | -4.1% | +6.0% | -10.1% | -5.1% |
| 30D | +12.3% | +8.3% | +4.0% | +10.7% |
| 3M | +65.9% | -9.1% | +75.0% | +68.4% |
| 6M | +104.0% | -16.3% | +120.3% | +109.7% |
| YTD | +26.0% | +1.5% | +24.5% | +25.3% |
| 1Y | -3.5% | -16.3% | +12.8% | -1.2% |
| 3Y | -9.6% | +15.1% | -24.8% | -41.4% |
| All | -54.5% | -55.6% | +1.1% | -63.1% |
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