+1,315.3%
AMAT vs GME
+520.4%
+794.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.9% | +9.5% | +11.3% |
| 7D | -1.1% | +5.8% | -6.9% | -1.2% |
| 30D | -26.9% | -3.7% | -23.3% | -26.8% |
| 3M | -31.2% | +33.6% | -64.8% | -31.9% |
| 6M | -14.7% | +5.4% | -20.1% | -15.0% |
| YTD | +44.7% | +27.4% | +17.3% | +43.2% |
| 1Y | +62.0% | +19.0% | +42.9% | +60.6% |
| 3Y | +165.0% | +101.5% | +63.5% | +148.5% |
| 5Y | +147.1% | -50.5% | +197.6% | +136.7% |
| 10Y | +1,315.3% | +493.3% | +821.9% | +724.5% |
| All | +1,315.3% | +520.4% | +794.8% | +724.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling