-8.2%
AMD vs GME
+32.3%
-40.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.9% | +7.1% | +9.5% |
| 7D | -11.0% | +3.7% | -14.7% | -11.4% |
| 30D | -30.5% | +2.2% | -32.7% | -29.5% |
| 3M | -8.2% | +30.6% | -38.9% | -14.0% |
| All | -8.2% | +32.3% | -40.5% | -14.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling