+31,416.6%
AVGO vs GME
+364.8%
+31,051.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -3.0% | +7.2% | -10.2% | -3.3% |
| 30D | -14.4% | +0.8% | -15.2% | -14.5% |
| 3M | -14.4% | -14.0% | -0.5% | -13.9% |
| 6M | +13.1% | -19.7% | +32.9% | +14.2% |
| YTD | +3.8% | -4.6% | +8.4% | +3.9% |
| 1Y | +17.8% | -14.3% | +32.1% | +18.4% |
| 3Y | +325.3% | +4.0% | +321.2% | +302.6% |
| 5Y | +689.9% | -62.2% | +752.1% | +659.5% |
| 10Y | +2,597.0% | +241.4% | +2,355.6% | +1,384.9% |
| All | +31,416.6% | +364.8% | +31,051.8% | +13,816.7% |
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 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