+122.4%
TD vs GME
-55.8%
+178.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -1.3% |
| 7D | -1.9% | +4.8% | -6.8% | -2.1% |
| 30D | -1.6% | +5.9% | -7.5% | -1.8% |
| 3M | +4.6% | -10.7% | +15.3% | +4.9% |
| 6M | +26.8% | -19.8% | +46.6% | +27.5% |
| YTD | +28.3% | -0.9% | +29.3% | +28.2% |
| 1Y | +60.4% | -15.7% | +76.1% | +60.9% |
| 3Y | +125.7% | +12.3% | +113.4% | +114.2% |
| 5Y | +122.4% | -60.1% | +182.4% | +115.0% |
| All | +122.4% | -55.8% | +178.2% | +115.0% |
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