+153.1%
AMAT vs GME
+98.5%
+54.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | -2.5% | +4.8% | -7.2% | -2.6% |
| 30D | -26.5% | -4.3% | -22.3% | -26.4% |
| 3M | -28.6% | +35.3% | -63.9% | -29.4% |
| 6M | -14.2% | +4.7% | -19.0% | -14.4% |
| YTD | +45.5% | +26.6% | +18.8% | +43.9% |
| 1Y | +59.3% | +18.3% | +41.0% | +58.0% |
| 3Y | +153.1% | +102.8% | +50.3% | +141.1% |
| All | +153.1% | +98.5% | +54.6% | +141.1% |
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