+286.1%
KLAC vs GME
-49.3%
+335.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.2% |
| 7D | +10.0% | +2.9% | +7.1% | +9.7% |
| 30D | -14.8% | -4.8% | -10.0% | -14.4% |
| 3M | -27.2% | +39.2% | -66.4% | -29.2% |
| 6M | -17.5% | +17.1% | -34.5% | -18.7% |
| YTD | +25.8% | +28.7% | -2.9% | +22.5% |
| 1Y | +31.8% | +23.3% | +8.5% | +28.7% |
| 3Y | +195.3% | +112.9% | +82.4% | +132.4% |
| All | +286.1% | -49.3% | +335.4% | +234.4% |
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