+159.7%
GILD vs GME
+285.6%
-125.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -0.8% |
| 7D | -4.8% | +10.4% | -15.2% | -4.9% |
| 30D | +5.8% | +14.1% | -8.3% | +5.7% |
| 3M | +14.9% | -4.6% | +19.6% | +15.0% |
| 6M | -0.4% | -13.5% | +13.2% | -0.3% |
| YTD | +18.5% | +5.3% | +13.2% | +18.4% |
| 1Y | +25.1% | -14.9% | +40.0% | +25.2% |
| 3Y | +105.9% | +24.3% | +81.6% | +103.0% |
| 5Y | +143.0% | -55.6% | +198.6% | +140.1% |
| All | +159.7% | +285.6% | -125.9% | +137.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling