+2.0%
QCOM vs GME
+19.1%
-17.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +2.0% | +1.6% | +0.3% | +1.7% |
| 30D | +1.2% | -6.2% | +7.4% | +1.8% |
| 3M | +9.1% | +35.8% | -26.6% | +5.2% |
| 6M | -25.0% | +10.3% | -35.3% | -25.8% |
| YTD | +4.8% | +27.2% | -22.4% | +1.7% |
| All | +2.0% | +19.1% | -17.0% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling