-38.4%
TRI vs GME
-15.8%
-22.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.4% |
| 7D | -0.5% | +7.2% | -7.7% | -1.3% |
| 30D | +7.9% | +0.8% | +7.1% | +7.8% |
| 3M | +24.1% | -14.0% | +38.0% | +25.6% |
| 6M | +3.8% | -19.7% | +23.6% | +4.9% |
| YTD | -16.9% | -4.6% | -12.3% | -14.6% |
| 1Y | -38.4% | -14.3% | -24.0% | -38.8% |
| All | -38.4% | -15.8% | -22.6% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling