+89.3%
KLAC vs GME
-11.9%
+101.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.8% | +1.5% |
| 7D | -2.7% | +10.4% | -13.1% | -3.8% |
| 30D | -13.2% | +14.1% | -27.2% | -14.6% |
| 3M | -25.0% | -4.6% | -20.4% | -24.5% |
| 6M | +23.6% | -13.5% | +37.1% | +25.9% |
| YTD | +49.2% | +5.3% | +43.9% | +41.1% |
| 1Y | +89.3% | -14.9% | +104.2% | +96.7% |
| All | +89.3% | -11.9% | +101.2% | +96.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling