-50.5%
GME vs TAP
+2.3%
-52.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +5.8% | -7.8% | +13.6% | +7.2% |
| 30D | -3.7% | +7.1% | -10.8% | -4.9% |
| 3M | +33.6% | -7.0% | +40.6% | +34.9% |
| 6M | +5.4% | -3.8% | +9.2% | +5.6% |
| YTD | +27.4% | -11.7% | +39.1% | +29.2% |
| 1Y | +19.0% | -10.1% | +29.1% | +20.2% |
| 3Y | +101.5% | -23.7% | +125.2% | +107.5% |
| 5Y | -50.5% | +2.9% | -53.4% | -53.8% |
| All | -50.5% | +2.3% | -52.7% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling