+293.8%
TRV vs GME
+271.8%
+22.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.5% |
| 7D | -1.5% | +6.0% | -7.5% | -1.5% |
| 30D | -1.8% | +8.3% | -10.2% | -1.9% |
| 3M | +21.6% | -9.1% | +30.6% | +21.7% |
| 6M | +22.5% | -16.3% | +38.8% | +22.6% |
| YTD | +28.1% | +1.5% | +26.6% | +28.1% |
| 1Y | +37.0% | -16.3% | +53.4% | +37.1% |
| 3Y | +141.9% | +15.1% | +126.8% | +138.9% |
| 5Y | +158.5% | -57.2% | +215.7% | +156.1% |
| All | +293.8% | +271.8% | +22.1% | +195.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling