+632.8%
LYB vs GME
+411.0%
+221.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.7% | -1.1% |
| 7D | +0.3% | +10.4% | -10.1% | -0.2% |
| 30D | +2.5% | +14.1% | -11.6% | +1.8% |
| 3M | +1.4% | -4.6% | +6.0% | +1.5% |
| 6M | -3.5% | -13.5% | +10.0% | -3.0% |
| YTD | +52.0% | +5.3% | +46.7% | +51.3% |
| 1Y | +22.1% | -14.9% | +36.9% | +22.6% |
| 3Y | -22.8% | +24.3% | -47.0% | -28.3% |
| 5Y | -3.4% | -55.6% | +52.2% | -8.6% |
| 10Y | +47.4% | +288.5% | -241.1% | -29.6% |
| All | +632.8% | +411.0% | +221.9% | +180.3% |
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