+132.5%
GOOGL vs GME
-55.8%
+188.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.3% | -7.6% | -2.6% |
| 7D | -1.9% | +4.8% | -6.7% | -2.2% |
| 30D | -7.5% | +5.9% | -13.3% | -7.8% |
| 3M | -9.2% | -10.7% | +1.6% | -8.6% |
| 6M | +8.1% | -19.8% | +27.9% | +9.4% |
| YTD | +5.8% | -0.9% | +6.8% | +5.6% |
| 1Y | +38.3% | -15.7% | +54.0% | +39.3% |
| 3Y | +144.8% | +12.3% | +132.4% | +119.9% |
| 5Y | +132.5% | -60.1% | +192.6% | +119.8% |
| All | +132.5% | -55.8% | +188.4% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling