+263.7%
QCOM vs GME
+237.1%
+26.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.2% |
| 7D | +5.1% | +0.4% | +4.6% | +5.0% |
| 30D | +4.3% | -1.4% | +5.7% | +4.3% |
| 3M | -19.6% | -15.1% | -4.5% | -19.1% |
| 6M | +29.5% | -22.5% | +52.0% | +30.8% |
| YTD | +3.4% | -5.9% | +9.3% | +3.5% |
| 1Y | +10.9% | -18.6% | +29.6% | +11.7% |
| 3Y | +74.8% | +6.7% | +68.1% | +65.1% |
| 5Y | +36.2% | -62.0% | +98.2% | +30.6% |
| 10Y | +263.7% | +239.5% | +24.3% | +107.3% |
| All | +263.7% | +237.1% | +26.6% | +107.3% |
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