-33.7%
TLT vs GME
-62.6%
+28.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -0.3% | -1.4% | +1.1% | -0.3% |
| 3M | -1.7% | -15.1% | +13.4% | -1.5% |
| 6M | -4.9% | -22.5% | +17.6% | -4.6% |
| YTD | -2.8% | -5.9% | +3.1% | -2.8% |
| 1Y | -4.2% | -18.6% | +14.4% | -4.0% |
| 3Y | -1.1% | +6.7% | -7.8% | -3.1% |
| 5Y | -33.7% | -62.0% | +28.3% | -34.8% |
| All | -33.7% | -62.6% | +28.9% | -34.8% |
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