-24.5%
TE vs GME
+14.2%
-38.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.5% | -9.2% | -7.0% |
| 7D | +0.9% | +6.0% | -5.2% | +0.3% |
| 30D | -16.3% | +8.3% | -24.6% | -16.9% |
| 3M | -40.8% | -9.1% | -31.7% | -40.4% |
| 6M | -42.6% | -16.3% | -26.3% | -41.8% |
| YTD | -31.4% | +1.5% | -33.0% | -31.8% |
| 1Y | +144.9% | -16.3% | +161.3% | +147.7% |
| All | -24.5% | +14.2% | -38.8% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling