+139.4%
QLD vs GME
+79.6%
+59.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | +2.3% |
| 7D | -10.3% | +3.7% | -13.9% | -10.4% |
| 30D | -26.1% | +2.2% | -28.3% | -26.2% |
| 3M | -17.8% | +30.6% | -48.4% | -19.2% |
| 6M | -15.6% | -0.2% | -15.4% | -15.7% |
| YTD | +5.4% | +25.1% | -19.7% | +3.7% |
| 1Y | +5.2% | +17.7% | -12.4% | +3.9% |
| 3Y | +139.4% | +85.7% | +53.8% | +119.5% |
| All | +139.4% | +79.6% | +59.9% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling