+303.8%
TD vs GME
+285.6%
+18.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.6% |
| 7D | -0.5% | +10.4% | -10.9% | -0.8% |
| 30D | -1.9% | +14.1% | -16.0% | -2.2% |
| 3M | +4.8% | -4.6% | +9.4% | +4.8% |
| 6M | +28.0% | -13.5% | +41.5% | +28.3% |
| YTD | +30.3% | +5.3% | +25.0% | +30.0% |
| 1Y | +59.8% | -14.9% | +74.7% | +60.1% |
| 3Y | +124.7% | +24.3% | +100.4% | +117.3% |
| 5Y | +127.0% | -55.6% | +182.5% | +121.2% |
| All | +303.8% | +285.6% | +18.2% | +171.9% |
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