+5,677.4%
KLAC vs GME
+1,082.6%
+4,594.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.3% |
| 7D | +5.7% | +7.2% | -1.5% | +5.2% |
| 30D | -3.6% | +0.8% | -4.4% | -3.7% |
| 3M | -12.8% | -14.0% | +1.2% | -12.0% |
| 6M | +26.1% | -19.7% | +45.8% | +27.7% |
| YTD | +53.3% | -4.6% | +57.9% | +53.2% |
| 1Y | +113.7% | -14.3% | +128.0% | +115.2% |
| 3Y | +274.9% | +4.0% | +270.9% | +240.0% |
| 5Y | +470.1% | -62.2% | +532.3% | +434.2% |
| 10Y | +2,997.0% | +241.4% | +2,755.6% | +1,107.2% |
| All | +5,677.4% | +1,082.6% | +4,594.8% | +1,332.5% |
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