+1,032.6%
GME vs TAP
+165.4%
+867.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +7.2% | -2.3% | +9.5% | +8.2% |
| 30D | +0.8% | -2.1% | +2.9% | +1.5% |
| 3M | -14.0% | +6.6% | -20.6% | -16.9% |
| 6M | -19.7% | -11.5% | -8.2% | -16.3% |
| YTD | -4.6% | -10.3% | +5.7% | -1.7% |
| 1Y | -14.3% | -14.4% | 0.0% | -10.5% |
| 3Y | +4.0% | -28.3% | +32.3% | +14.6% |
| 5Y | -62.2% | +1.7% | -63.9% | -65.6% |
| 10Y | +241.4% | -49.2% | +290.6% | +296.0% |
| All | +1,032.6% | +165.4% | +867.2% | +683.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling