+9.3%
ABT vs GME
+11.4%
-2.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -0.2% |
| 7D | -4.7% | +4.8% | -9.6% | -4.7% |
| 30D | -3.1% | +5.9% | -9.0% | -3.1% |
| 3M | +16.1% | -10.7% | +26.9% | +16.1% |
| 6M | -5.3% | -19.8% | +14.5% | -5.4% |
| YTD | -14.4% | -0.9% | -13.5% | -14.4% |
| 1Y | -18.4% | -15.7% | -2.7% | -18.4% |
| All | +9.3% | +11.4% | -2.1% | +9.2% |
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