+30,513.3%
AVGO vs GME
+527.1%
+29,986.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -4.8% |
| 7D | +18.2% | +2.9% | +15.2% | +18.0% |
| 30D | +0.2% | -4.8% | +5.0% | +0.5% |
| 3M | -16.8% | +39.2% | -56.0% | -18.2% |
| 6M | -16.5% | +17.1% | -33.5% | -17.2% |
| YTD | +0.8% | +28.7% | -27.9% | -0.6% |
| 1Y | +2.8% | +23.3% | -20.5% | +1.5% |
| 3Y | +278.5% | +112.9% | +165.6% | +246.7% |
| 5Y | +573.1% | -48.8% | +621.9% | +537.7% |
| 10Y | +2,598.7% | +478.2% | +2,120.5% | +1,300.5% |
| All | +30,513.3% | +527.1% | +29,986.2% | +13,212.6% |
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