+2,981.1%
AMD vs GME
+1,082.6%
+1,898.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.7% |
| 7D | +2.6% | +7.2% | -4.6% | +1.8% |
| 30D | -0.9% | +0.8% | -1.7% | -1.0% |
| 3M | -8.7% | -14.0% | +5.2% | -7.4% |
| 6M | +136.3% | -19.7% | +156.1% | +141.8% |
| YTD | +123.0% | -4.6% | +127.6% | +123.6% |
| 1Y | +195.2% | -14.3% | +209.5% | +199.1% |
| 3Y | +336.3% | +4.0% | +332.3% | +277.3% |
| 5Y | +334.5% | -62.2% | +396.7% | +298.9% |
| 10Y | +6,259.1% | +241.4% | +6,017.8% | +1,573.0% |
| All | +2,981.1% | +1,082.6% | +1,898.5% | +297.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling