-20.7%
TLT vs GME
+285.6%
-306.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.1% |
| 7D | -1.6% | +10.4% | -12.0% | -1.6% |
| 30D | -1.1% | +14.1% | -15.2% | -1.1% |
| 3M | -4.9% | -4.6% | -0.2% | -4.9% |
| 6M | -5.0% | -13.5% | +8.5% | -5.0% |
| YTD | -4.4% | +5.3% | -9.7% | -4.3% |
| 1Y | -6.4% | -14.9% | +8.5% | -6.4% |
| 3Y | -2.0% | +24.3% | -26.3% | -1.5% |
| 5Y | -35.0% | -55.6% | +20.6% | -34.8% |
| All | -20.7% | +285.6% | -306.3% | -8.4% |
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