+403.0%
INTC vs GME
+1,082.6%
-679.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.5% |
| 7D | +7.1% | +7.2% | -0.1% | +6.5% |
| 30D | -5.2% | +0.8% | -6.0% | -5.3% |
| 3M | -14.3% | -14.0% | -0.3% | -13.4% |
| 6M | +110.2% | -19.7% | +129.9% | +113.3% |
| YTD | +159.6% | -4.6% | +164.2% | +160.1% |
| 1Y | +289.3% | -14.3% | +303.6% | +292.7% |
| 3Y | +166.1% | +4.0% | +162.0% | +142.6% |
| 5Y | +94.4% | -62.2% | +156.6% | +82.5% |
| 10Y | +227.7% | +241.4% | -13.7% | +37.0% |
| All | +403.0% | +1,082.6% | -679.6% | +32.9% |
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