+780.7%
GOOG vs GME
+285.6%
+495.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.4% |
| 7D | 0.0% | +10.4% | -10.3% | -0.2% |
| 30D | -2.0% | +14.1% | -16.0% | -2.3% |
| 3M | -5.9% | -4.6% | -1.2% | -5.8% |
| 6M | +8.9% | -13.5% | +22.4% | +9.3% |
| YTD | +7.1% | +5.3% | +1.8% | +6.8% |
| 1Y | +39.7% | -14.9% | +54.6% | +40.1% |
| 3Y | +145.8% | +24.3% | +121.6% | +136.9% |
| 5Y | +138.6% | -55.6% | +194.2% | +131.8% |
| All | +780.7% | +285.6% | +495.1% | +512.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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