+251.9%
QCOM vs GME
+470.0%
-218.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +13.0% | +6.0% | +7.0% | +12.7% |
| 30D | +0.2% | -5.9% | +6.0% | +0.4% |
| 3M | +9.2% | +38.2% | -29.0% | +7.6% |
| 6M | -15.0% | +14.5% | -29.5% | -15.7% |
| YTD | +5.2% | +27.6% | -22.4% | +3.8% |
| 1Y | +2.4% | +19.9% | -17.6% | +1.3% |
| 3Y | +52.0% | +104.3% | -52.3% | +39.5% |
| 5Y | +19.7% | -49.3% | +69.0% | +13.3% |
| All | +251.9% | +470.0% | -218.0% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling