+740.7%
GOOGL vs GME
+271.8%
+468.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.5% |
| 7D | -2.8% | +6.0% | -8.9% | -3.0% |
| 30D | -3.2% | +8.3% | -11.5% | -3.4% |
| 3M | -6.6% | -9.1% | +2.4% | -6.4% |
| 6M | +8.5% | -16.3% | +24.8% | +8.9% |
| YTD | +6.5% | +1.5% | +4.9% | +6.3% |
| 1Y | +39.4% | -16.3% | +55.8% | +39.9% |
| 3Y | +146.2% | +15.1% | +131.1% | +138.1% |
| 5Y | +138.3% | -57.2% | +195.5% | +132.0% |
| All | +740.7% | +271.8% | +468.9% | +494.2% |
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