-11.4%
TLT vs GME
+484.8%
-496.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | +0.1% |
| 7D | -1.0% | +1.6% | -2.7% | -1.0% |
| 30D | +4.1% | -6.2% | +10.3% | +4.1% |
| 3M | -0.4% | +35.8% | -36.1% | -0.3% |
| 6M | -3.2% | +10.3% | -13.4% | -3.1% |
| YTD | -3.5% | +27.2% | -30.8% | -3.5% |
| 1Y | -5.8% | +19.1% | -24.9% | -5.8% |
| 3Y | +4.6% | +103.7% | -99.2% | +5.4% |
| 5Y | -34.4% | -50.0% | +15.6% | -34.2% |
| 10Y | -11.4% | +471.4% | -482.9% | +1.7% |
| All | -11.4% | +484.8% | -496.2% | +1.7% |
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