+494.0%
TEAM vs GME
+271.8%
+222.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.9% |
| 7D | -7.8% | +6.0% | -13.8% | -8.0% |
| 30D | +16.5% | +8.3% | +8.2% | +16.2% |
| 3M | +96.2% | -9.1% | +105.2% | +96.9% |
| 6M | +130.2% | -16.3% | +146.5% | +131.7% |
| YTD | +10.7% | +1.5% | +9.2% | +10.6% |
| 1Y | +3.0% | -16.3% | +19.3% | +3.6% |
| 3Y | -13.1% | +15.1% | -28.2% | -17.1% |
| 5Y | -52.7% | -57.2% | +4.4% | -54.6% |
| All | +494.0% | +271.8% | +222.3% | +450.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling