+128.4%
TLT vs GME
+1,551.1%
-1,422.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -0.3% | +4.8% | -5.1% | -0.2% |
| 30D | +3.7% | -4.3% | +8.0% | +3.7% |
| 3M | -0.7% | +35.3% | -36.0% | -0.3% |
| 6M | -4.2% | +4.7% | -8.9% | -4.1% |
| YTD | -4.0% | +26.6% | -30.6% | -3.6% |
| 1Y | -5.8% | +18.3% | -24.2% | -5.6% |
| 3Y | +4.1% | +102.8% | -98.7% | +7.1% |
| 5Y | -34.8% | -48.9% | +14.1% | -33.7% |
| 10Y | -12.3% | +480.5% | -492.8% | +11.0% |
| All | +128.4% | +1,551.1% | -1,422.7% | +211.4% |
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 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