+365.7%
ALAB vs GME
+40.2%
+325.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.5% | -6.8% |
| 7D | +3.2% | +0.4% | +2.8% | +3.2% |
| 30D | -13.6% | -1.4% | -12.2% | -13.4% |
| 3M | -16.6% | -15.1% | -1.5% | -15.3% |
| 6M | +142.3% | -22.5% | +164.8% | +148.5% |
| YTD | +73.6% | -5.9% | +79.6% | +74.5% |
| 1Y | +33.7% | -18.6% | +52.3% | +36.4% |
| All | +365.7% | +40.2% | +325.4% | +309.1% |
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