-49.3%
TE vs GME
-56.3%
+7.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | 0.0% |
| 7D | +0.2% | +10.4% | -10.2% | -1.5% |
| 30D | -5.9% | +14.1% | -20.0% | -8.0% |
| 3M | -45.6% | -4.6% | -40.9% | -45.4% |
| 6M | -43.4% | -13.5% | -29.8% | -42.3% |
| YTD | -31.0% | +5.3% | -36.3% | -32.1% |
| 1Y | +145.2% | -14.9% | +160.1% | +149.2% |
| 3Y | -24.1% | +24.3% | -48.3% | -45.8% |
| All | -49.3% | -56.3% | +7.0% | -53.3% |
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