+252.1%
INTC vs GME
+285.6%
-33.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +2.5% |
| 7D | +7.5% | +10.4% | -2.9% | +7.1% |
| 30D | +2.0% | +14.1% | -12.1% | +1.5% |
| 3M | -12.0% | -4.6% | -7.3% | -11.9% |
| 6M | +114.5% | -13.5% | +128.1% | +115.5% |
| YTD | +179.0% | +5.3% | +173.6% | +178.3% |
| 1Y | +318.3% | -14.9% | +333.2% | +320.1% |
| 3Y | +171.2% | +24.3% | +146.9% | +159.0% |
| 5Y | +107.6% | -55.6% | +163.2% | +100.5% |
| All | +252.1% | +285.6% | -33.5% | +129.6% |
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 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