-19.2%
TRI vs GME
+18.5%
-37.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.7% |
| 7D | -7.9% | +10.4% | -18.3% | -8.0% |
| 30D | -4.5% | +14.1% | -18.6% | -4.7% |
| 3M | +22.1% | -4.6% | +26.7% | +22.1% |
| 6M | -2.8% | -13.5% | +10.8% | -2.7% |
| YTD | -23.4% | +5.3% | -28.7% | -23.4% |
| 1Y | -41.5% | -14.9% | -26.6% | -41.5% |
| 3Y | -19.2% | +24.3% | -43.5% | -18.5% |
| All | -19.2% | +18.5% | -37.7% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling