+558.6%
QQQ vs GME
+285.6%
+272.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.9% | +0.8% |
| 7D | -0.6% | +10.4% | -11.0% | -0.9% |
| 30D | -1.2% | +14.1% | -15.3% | -1.6% |
| 3M | -0.2% | -4.6% | +4.4% | -0.1% |
| 6M | +17.9% | -13.5% | +31.4% | +18.3% |
| YTD | +16.6% | +5.3% | +11.3% | +16.3% |
| 1Y | +23.0% | -14.9% | +37.9% | +23.4% |
| 3Y | +92.9% | +24.3% | +68.7% | +84.8% |
| 5Y | +95.6% | -55.6% | +151.2% | +89.1% |
| All | +558.6% | +285.6% | +272.9% | +359.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling