+159.7%
TRV vs GME
-56.3%
+216.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +2.1% |
| 7D | +1.9% | +10.4% | -8.5% | +1.9% |
| 30D | +1.7% | +14.1% | -12.4% | +1.7% |
| 3M | +23.9% | -4.6% | +28.5% | +23.9% |
| 6M | +26.3% | -13.5% | +39.8% | +26.3% |
| YTD | +30.8% | +5.3% | +25.5% | +30.8% |
| 1Y | +36.3% | -14.9% | +51.2% | +36.3% |
| 3Y | +145.0% | +24.3% | +120.7% | +144.4% |
| All | +159.7% | -56.3% | +216.0% | +167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling