+11,791.0%
GOOGL vs GME
+1,748.0%
+10,043.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.1% |
| 6M | -26.4% | +17.1% | -43.5% | -27.2% |
| YTD | -5.3% | +28.7% | -34.1% | -6.8% |
| 1Y | +6.5% | +23.3% | -16.9% | +4.9% |
| 3Y | +126.0% | +112.9% | +13.1% | +102.9% |
| 5Y | +100.8% | -48.8% | +149.7% | +88.3% |
| 10Y | +673.8% | +478.2% | +195.6% | +267.9% |
| All | +11,791.0% | +1,748.0% | +10,043.0% | +4,714.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling