+335.4%
AVGO vs GME
+14.2%
+321.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.1% |
| 7D | +1.0% | +6.0% | -5.0% | +0.6% |
| 30D | -13.3% | +8.3% | -21.6% | -13.7% |
| 3M | -2.9% | -9.1% | +6.2% | -2.4% |
| 6M | +5.7% | -16.3% | +22.0% | +6.7% |
| YTD | +4.6% | +1.5% | +3.1% | +4.4% |
| 1Y | -1.6% | -16.3% | +14.7% | -0.9% |
| All | +335.4% | +14.2% | +321.2% | +322.7% |
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