+86.6%
QLD vs GME
-49.3%
+135.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +12.5% | +6.0% | +6.5% | +11.6% |
| 30D | -15.7% | -5.9% | -9.8% | -15.0% |
| 3M | -11.9% | +38.2% | -50.1% | -15.8% |
| 6M | -10.3% | +14.5% | -24.8% | -12.3% |
| YTD | +15.6% | +27.6% | -12.0% | +11.1% |
| 1Y | +12.1% | +19.9% | -7.8% | +8.6% |
| 3Y | +150.7% | +104.3% | +46.4% | +71.5% |
| 5Y | +86.6% | -49.3% | +135.9% | +58.6% |
| All | +86.6% | -49.3% | +135.9% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling