+513.1%
TRI vs GME
+949.9%
-436.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.1% | -2.0% |
| 7D | -8.4% | +4.8% | -13.2% | -8.6% |
| 30D | -6.5% | +5.9% | -12.3% | -6.7% |
| 3M | +18.6% | -10.7% | +29.3% | +19.0% |
| 6M | -10.4% | -19.8% | +9.4% | -9.9% |
| YTD | -23.7% | -0.9% | -22.8% | -23.8% |
| 1Y | -42.5% | -15.7% | -26.8% | -42.2% |
| 3Y | -19.3% | +12.3% | -31.6% | -23.6% |
| 5Y | -9.7% | -60.1% | +50.4% | -13.3% |
| 10Y | +194.4% | +265.3% | -70.9% | +75.4% |
| All | +513.1% | +949.9% | -436.8% | +209.5% |
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 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