-84.3%
TE vs GME
-49.3%
-35.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.2% |
| 7D | -19.1% | +2.9% | -22.0% | -19.4% |
| 30D | -34.1% | -4.8% | -29.3% | -33.5% |
| 3M | -60.1% | +39.2% | -99.3% | -62.3% |
| 6M | -66.0% | +17.1% | -83.0% | -67.0% |
| YTD | -71.4% | +28.7% | -100.1% | -72.8% |
| 1Y | -45.3% | +23.3% | -68.6% | -47.5% |
| 3Y | +9.1% | +112.9% | -103.8% | -31.5% |
| All | -84.3% | -49.3% | -35.1% | -86.8% |
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