+63.6%
AMGN vs GME
+11.4%
+52.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -0.6% |
| 7D | -11.6% | +4.8% | -16.5% | -11.7% |
| 30D | -5.7% | +5.9% | -11.5% | -5.8% |
| 3M | +14.2% | -10.7% | +24.9% | +14.5% |
| 6M | +5.2% | -19.8% | +25.0% | +5.6% |
| YTD | +22.0% | -0.9% | +22.9% | +22.0% |
| 1Y | +43.6% | -15.7% | +59.3% | +44.0% |
| All | +63.6% | +11.4% | +52.1% | +53.2% |
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 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