+1,321.9%
AMAT vs GME
+475.1%
+846.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.8% |
| 7D | +11.4% | +2.9% | +8.4% | +11.3% |
| 30D | -17.0% | -4.8% | -12.3% | -16.9% |
| 3M | -30.6% | +39.2% | -69.8% | -31.4% |
| 6M | -14.9% | +17.1% | -32.0% | -15.5% |
| YTD | +44.7% | +28.7% | +15.9% | +43.1% |
| 1Y | +66.9% | +23.3% | +43.6% | +65.3% |
| 3Y | +153.3% | +112.9% | +40.4% | +137.1% |
| 5Y | +146.2% | -48.8% | +195.1% | +135.7% |
| All | +1,321.9% | +475.1% | +846.8% | +730.8% |
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 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