+265.3%
GME vs TAP
-51.4%
+316.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.8% |
| 7D | +4.8% | -5.1% | +9.9% | +7.6% |
| 30D | +5.9% | -8.4% | +14.3% | +10.4% |
| 3M | -10.7% | -3.9% | -6.8% | -9.8% |
| 6M | -19.8% | -14.4% | -5.4% | -14.2% |
| YTD | -0.9% | -14.7% | +13.8% | +5.2% |
| 1Y | -15.7% | -18.7% | +3.0% | -8.8% |
| 3Y | +12.3% | -32.6% | +45.0% | +30.6% |
| 5Y | -60.1% | -1.4% | -58.6% | -66.0% |
| 10Y | +265.3% | -50.4% | +315.7% | +257.9% |
| All | +265.3% | -51.4% | +316.7% | +257.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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