+61.4%
AMAT vs GME
+15.0%
+46.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.9% | -3.2% |
| 7D | -11.2% | +7.8% | -19.0% | -11.1% |
| 30D | -31.9% | -0.4% | -31.5% | -31.7% |
| 3M | -32.3% | +30.9% | -63.2% | -32.1% |
| 6M | -5.4% | +5.5% | -10.9% | -3.5% |
| YTD | +44.3% | +25.2% | +19.1% | +41.8% |
| 1Y | +61.4% | +14.4% | +47.0% | +58.8% |
| All | +61.4% | +15.0% | +46.4% | +58.8% |
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