+1.4%
GME vs TAP
-27.5%
+28.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +7.2% | -2.3% | +9.5% | +7.5% |
| 30D | +0.8% | -2.1% | +2.9% | +1.0% |
| 3M | -14.0% | +6.6% | -20.6% | -14.9% |
| 6M | -19.7% | -11.5% | -8.2% | -18.7% |
| YTD | -4.6% | -10.3% | +5.7% | -3.8% |
| 1Y | -14.3% | -14.4% | 0.0% | -13.1% |
| All | +1.4% | -27.5% | +28.9% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling