-12.6%
TLT vs GME
+475.1%
-487.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -3.1% | +2.9% | -6.0% | -3.1% |
| 30D | +1.0% | -4.8% | +5.8% | +1.0% |
| 3M | -2.7% | +39.2% | -41.9% | -2.7% |
| 6M | -4.1% | +17.1% | -21.2% | -4.1% |
| YTD | -5.4% | +28.7% | -34.1% | -5.3% |
| 1Y | -7.0% | +23.3% | -30.3% | -7.0% |
| 3Y | +2.8% | +112.9% | -110.1% | +3.6% |
| 5Y | -35.4% | -48.8% | +13.5% | -35.2% |
| All | -12.6% | +475.1% | -487.7% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling