+301.8%
AMD vs GME
+79.6%
+222.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.9% | +7.1% | +10.8% |
| 7D | -11.0% | +3.7% | -14.7% | -11.2% |
| 30D | -30.5% | +2.2% | -32.7% | -30.6% |
| 3M | -8.2% | +30.6% | -38.9% | -9.8% |
| 6M | +6.6% | -0.2% | +6.8% | +6.4% |
| YTD | +109.7% | +25.1% | +84.6% | +106.6% |
| 1Y | +88.9% | +17.7% | +71.3% | +86.7% |
| 3Y | +301.8% | +85.7% | +216.2% | +274.8% |
| All | +301.8% | +79.6% | +222.3% | +274.8% |
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 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