+125.1%
TLT vs GME
+1,578.4%
-1,453.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 6M | -4.1% | +17.1% | -21.2% | -3.9% |
| YTD | -5.4% | +28.7% | -34.1% | -5.0% |
| 1Y | -7.0% | +23.3% | -30.3% | -6.7% |
| 3Y | +2.8% | +112.9% | -110.1% | +5.9% |
| 5Y | -35.4% | -48.8% | +13.5% | -34.3% |
| 10Y | -13.1% | +478.2% | -491.3% | +9.9% |
| All | +125.1% | +1,578.4% | -1,453.3% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling