+152.2%
QLD vs GME
+105.0%
+47.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +12.5% | +6.0% | +6.5% | +12.1% |
| 30D | -15.7% | -5.9% | -9.8% | -15.4% |
| 3M | -11.9% | +38.2% | -50.1% | -13.7% |
| 6M | -10.3% | +14.5% | -24.8% | -11.2% |
| YTD | +15.6% | +27.6% | -12.0% | +13.6% |
| 1Y | +12.1% | +19.9% | -7.8% | +10.6% |
| All | +152.2% | +105.0% | +47.2% | +130.6% |
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