+715.8%
ABT vs GME
+1,082.6%
-366.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -3.7% | +7.2% | -10.9% | -3.9% |
| 30D | +2.5% | +0.8% | +1.7% | +2.4% |
| 3M | +20.2% | -14.0% | +34.1% | +20.7% |
| 6M | -2.9% | -19.7% | +16.8% | -2.4% |
| YTD | -11.9% | -4.6% | -7.3% | -12.0% |
| 1Y | -16.5% | -14.3% | -2.2% | -16.4% |
| 3Y | +12.1% | +4.0% | +8.1% | +6.5% |
| 5Y | -7.4% | -62.2% | +54.8% | -11.0% |
| 10Y | +210.7% | +241.4% | -30.7% | +99.9% |
| All | +715.8% | +1,082.6% | -366.8% | +321.9% |
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