+102.3%
INTC vs GME
-58.9%
+161.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.5% | -8.1% | -5.8% |
| 7D | +9.4% | +6.0% | +3.4% | +8.9% |
| 30D | +2.7% | +8.3% | -5.7% | +2.0% |
| 3M | -6.3% | -9.1% | +2.8% | -5.7% |
| 6M | +114.5% | -16.3% | +130.8% | +117.1% |
| YTD | +171.9% | +1.5% | +170.3% | +171.2% |
| 1Y | +305.0% | -16.3% | +321.3% | +309.3% |
| 3Y | +168.3% | +15.1% | +153.2% | +137.2% |
| 5Y | +102.3% | -57.2% | +159.5% | +85.7% |
| All | +102.3% | -58.9% | +161.2% | +85.7% |
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