+188.9%
TECH vs GME
+255.4%
-66.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -0.2% |
| 7D | -0.1% | +4.8% | -4.9% | -0.2% |
| 30D | +0.3% | +5.9% | -5.6% | +0.2% |
| 3M | +32.9% | -10.7% | +43.7% | +33.2% |
| 6M | +32.1% | -19.8% | +51.9% | +32.5% |
| YTD | +23.4% | -0.9% | +24.3% | +23.3% |
| 1Y | +34.1% | -15.7% | +49.7% | +34.3% |
| 3Y | +2.2% | +12.3% | -10.1% | +0.5% |
| 5Y | -41.8% | -60.1% | +18.2% | -42.9% |
| 10Y | +188.9% | +265.3% | -76.4% | +151.2% |
| All | +188.9% | +255.4% | -66.5% | +151.2% |
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