+199.0%
AMD vs GME
-52.7%
+251.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.9% | +7.1% | +10.5% |
| 7D | -11.0% | +3.7% | -14.7% | -11.3% |
| 30D | -30.5% | +2.2% | -32.7% | -30.6% |
| 3M | -8.2% | +30.6% | -38.9% | -11.4% |
| 6M | +6.6% | -0.2% | +6.8% | +6.3% |
| YTD | +109.7% | +25.1% | +84.6% | +103.1% |
| 1Y | +88.9% | +17.7% | +71.3% | +84.3% |
| 3Y | +301.8% | +85.7% | +216.2% | +194.2% |
| All | +199.0% | -52.7% | +251.8% | +174.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling