+279.1%
KLAC vs GME
+11.4%
+267.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.3% | -8.5% | -3.4% |
| 7D | +6.2% | +4.8% | +1.3% | +6.0% |
| 30D | -5.0% | +5.9% | -10.8% | -5.2% |
| 3M | -14.4% | -10.7% | -3.7% | -14.1% |
| 6M | +28.3% | -19.8% | +48.1% | +29.3% |
| YTD | +51.1% | -0.9% | +52.0% | +50.8% |
| 1Y | +100.4% | -15.7% | +116.1% | +101.3% |
| All | +279.1% | +11.4% | +267.6% | +264.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling