-34.8%
TLT vs GME
-49.7%
+14.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -0.3% | +4.8% | -5.1% | -0.4% |
| 30D | +3.7% | -4.3% | +8.0% | +3.8% |
| 3M | -0.7% | +35.3% | -36.0% | -1.1% |
| 6M | -4.2% | +4.7% | -8.9% | -4.3% |
| YTD | -4.0% | +26.6% | -30.6% | -4.4% |
| 1Y | -5.8% | +18.3% | -24.2% | -6.1% |
| 3Y | +4.1% | +102.8% | -98.7% | +1.0% |
| 5Y | -34.8% | -48.9% | +14.1% | -36.8% |
| All | -34.8% | -49.7% | +14.9% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling