+131.2%
TLT vs GME
+1,144.0%
-1,012.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -0.4% | +7.2% | -7.6% | -0.3% |
| 30D | -0.6% | +0.8% | -1.4% | -0.6% |
| 3M | -2.7% | -14.0% | +11.2% | -2.9% |
| 6M | -5.6% | -19.7% | +14.1% | -5.8% |
| YTD | -2.8% | -4.6% | +1.8% | -2.8% |
| 1Y | -1.4% | -14.3% | +12.9% | -1.5% |
| 3Y | -1.6% | +4.0% | -5.6% | +0.2% |
| 5Y | -33.8% | -62.2% | +28.4% | -33.0% |
| 10Y | -21.1% | +241.4% | -262.5% | -1.9% |
| All | +131.2% | +1,144.0% | -1,012.8% | +214.1% |
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