+461.3%
GME vs TAP
-46.0%
+507.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | -0.7% |
| 7D | +2.9% | +1.3% | +1.6% | +2.2% |
| 30D | -4.8% | +5.7% | -10.5% | -8.1% |
| 3M | +39.2% | -1.9% | +41.1% | +39.0% |
| 6M | +17.1% | +0.9% | +16.1% | +14.2% |
| YTD | +28.7% | -9.5% | +38.2% | +31.6% |
| 1Y | +23.3% | -9.0% | +32.3% | +25.4% |
| 3Y | +112.9% | -22.2% | +135.2% | +126.4% |
| 5Y | -48.8% | +1.2% | -50.1% | -57.2% |
| All | +461.3% | -46.0% | +507.3% | +425.0% |
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