+65.2%
ALAB vs GME
-15.8%
+81.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.1% | +9.9% |
| 7D | +7.2% | +7.2% | 0.0% | +3.9% |
| 30D | -2.5% | +0.8% | -3.3% | -2.9% |
| 3M | -13.3% | -14.0% | +0.7% | -8.2% |
| 6M | +172.8% | -19.7% | +192.6% | +192.8% |
| YTD | +86.6% | -4.6% | +91.2% | +77.5% |
| 1Y | +65.2% | -14.3% | +79.5% | +69.5% |
| All | +65.2% | -15.8% | +81.0% | +69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling