+20.7%
ABT vs GME
+106.8%
-86.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.2% |
| 7D | -1.3% | +2.9% | -4.2% | -1.3% |
| 30D | +6.0% | -4.8% | +10.8% | +6.0% |
| 3M | -1.9% | +39.2% | -41.1% | -1.6% |
| 6M | +31.2% | +17.1% | +14.1% | +31.4% |
| YTD | -11.2% | +28.7% | -40.0% | -11.0% |
| 1Y | -14.0% | +23.3% | -37.3% | -13.7% |
| 3Y | +20.7% | +112.9% | -92.3% | +20.4% |
| All | +20.7% | +106.8% | -86.1% | +20.4% |
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 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