+146.9%
GILD vs GME
-56.9%
+203.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +1.8% |
| 7D | -3.0% | +12.8% | -15.9% | -3.2% |
| 30D | +5.8% | +15.9% | -10.0% | +5.6% |
| 3M | +17.3% | -0.7% | +18.0% | +17.3% |
| 6M | +1.6% | -8.1% | +9.8% | +1.7% |
| YTD | +20.8% | +7.7% | +13.1% | +20.6% |
| 1Y | +31.1% | -13.3% | +44.4% | +31.2% |
| 3Y | +106.9% | +17.9% | +88.9% | +99.1% |
| 5Y | +146.9% | -56.6% | +203.5% | +139.8% |
| All | +146.9% | -56.9% | +203.8% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling