+101.1%
GOOGL vs GME
-49.3%
+150.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | +3.9% | +2.9% | +1.0% | +3.7% |
| 30D | -14.9% | -4.8% | -10.1% | -14.7% |
| 3M | -14.6% | +39.2% | -53.8% | -16.4% |
| 6M | -26.4% | +17.1% | -43.5% | -27.3% |
| YTD | -5.3% | +28.7% | -34.1% | -7.1% |
| 1Y | +6.5% | +23.3% | -16.9% | +4.6% |
| 3Y | +126.0% | +112.9% | +13.1% | +91.8% |
| All | +101.1% | -49.3% | +150.4% | +83.2% |
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 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