+480.5%
GME vs TAP
-48.8%
+529.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.8% |
| 7D | +4.8% | -4.5% | +9.3% | +7.1% |
| 30D | -4.3% | +7.5% | -11.7% | -8.3% |
| 3M | +35.3% | -4.9% | +40.2% | +37.3% |
| 6M | +4.7% | -3.5% | +8.2% | +4.7% |
| YTD | +26.6% | -11.4% | +38.1% | +30.9% |
| 1Y | +18.3% | -10.8% | +29.1% | +21.5% |
| 3Y | +102.8% | -24.5% | +127.3% | +119.1% |
| 5Y | -48.9% | +2.5% | -51.4% | -57.8% |
| 10Y | +480.5% | -47.6% | +528.1% | +439.8% |
| All | +480.5% | -48.8% | +529.3% | +439.8% |
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