+1,220.6%
QCOM vs GME
+1,082.6%
+138.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +3.3% | +7.2% | -3.9% | +2.8% |
| 30D | +7.7% | +0.8% | +6.9% | +7.6% |
| 3M | -30.1% | -14.0% | -16.1% | -29.3% |
| 6M | +22.8% | -19.7% | +42.6% | +24.6% |
| YTD | +0.2% | -4.6% | +4.8% | +0.2% |
| 1Y | +7.9% | -14.3% | +22.2% | +8.7% |
| 3Y | +55.8% | +4.0% | +51.8% | +40.3% |
| 5Y | +30.1% | -62.2% | +92.3% | +21.2% |
| 10Y | +248.9% | +241.4% | +7.5% | +39.2% |
| All | +1,220.6% | +1,082.6% | +138.0% | +245.2% |
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