-50.0%
TE vs GME
+1,330.9%
-1,380.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.3% | -8.3% | -3.3% |
| 7D | +15.0% | +4.8% | +10.1% | +14.7% |
| 30D | -7.5% | +5.9% | -13.4% | -7.8% |
| 3M | -42.0% | -10.7% | -31.2% | -41.7% |
| 6M | -31.4% | -19.8% | -11.6% | -30.7% |
| YTD | -26.5% | -0.9% | -25.6% | -26.6% |
| 1Y | +153.1% | -15.7% | +168.8% | +154.7% |
| 3Y | -20.7% | +12.3% | -33.0% | -25.8% |
| 5Y | -45.4% | -60.1% | +14.6% | -48.3% |
| All | -50.0% | +1,330.9% | -1,380.9% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling