+124.3%
TDG vs GME
-56.3%
+180.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.1% |
| 7D | -1.9% | +10.4% | -12.3% | -2.2% |
| 30D | -7.7% | +14.1% | -21.8% | -8.2% |
| 3M | -9.3% | -4.6% | -4.7% | -9.2% |
| 6M | -9.4% | -13.5% | +4.2% | -9.0% |
| YTD | -14.3% | +5.3% | -19.6% | -14.6% |
| 1Y | -11.8% | -14.9% | +3.1% | -11.5% |
| 3Y | +52.0% | +24.3% | +27.7% | +38.3% |
| All | +124.3% | -56.3% | +180.6% | +112.7% |
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