+1,194.5%
QCOM vs GME
+1,450.5%
-256.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.9% | +1.6% | +5.2% |
| 7D | +0.4% | +3.7% | -3.3% | +0.1% |
| 30D | -6.6% | +2.2% | -8.8% | -6.8% |
| 3M | +3.7% | +30.6% | -26.9% | +1.5% |
| 6M | -13.3% | -0.2% | -13.1% | -13.6% |
| YTD | -1.8% | +25.1% | -26.9% | -3.9% |
| 1Y | -2.5% | +17.7% | -20.2% | -4.2% |
| 3Y | +47.0% | +85.7% | -38.7% | +26.5% |
| 5Y | +13.1% | -52.9% | +66.0% | +3.6% |
| 10Y | +224.7% | +504.9% | -280.2% | +18.5% |
| All | +1,194.5% | +1,450.5% | -256.0% | +231.1% |
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