-62.2%
ADBE vs GME
-58.9%
-3.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.5% |
| 7D | -12.9% | +6.0% | -19.0% | -13.2% |
| 30D | -5.6% | +8.3% | -14.0% | -6.1% |
| 3M | +6.6% | -9.1% | +15.7% | +7.2% |
| 6M | -9.6% | -16.3% | +6.8% | -8.7% |
| YTD | -28.9% | +1.5% | -30.4% | -29.1% |
| 1Y | -28.9% | -16.3% | -12.6% | -28.4% |
| 3Y | -55.6% | +15.1% | -70.7% | -60.9% |
| 5Y | -62.2% | -57.2% | -5.1% | -64.6% |
| All | -62.2% | -58.9% | -3.3% | -64.6% |
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