-52.0%
GTLB vs GME
-58.3%
+6.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +11.1% | +7.2% | +3.8% | +9.7% |
| 30D | +37.8% | +0.8% | +37.0% | +37.6% |
| 3M | +61.6% | -14.0% | +75.5% | +65.7% |
| 6M | +98.9% | -19.7% | +118.7% | +106.1% |
| YTD | +32.8% | -4.6% | +37.4% | +33.5% |
| 1Y | +14.7% | -14.3% | +29.0% | +17.0% |
| 3Y | +1.3% | +4.0% | -2.7% | -32.5% |
| All | -52.0% | -58.3% | +6.3% | -60.6% |
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