+189.2%
TECH vs GME
+484.8%
-295.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.1% | +1.6% | -1.5% | +0.1% |
| 30D | +0.3% | -6.2% | +6.5% | +0.4% |
| 3M | +1.0% | +35.8% | -34.7% | +0.5% |
| 6M | +54.0% | +10.3% | +43.7% | +53.6% |
| YTD | +24.3% | +27.2% | -2.9% | +23.7% |
| 1Y | +23.7% | +19.1% | +4.6% | +23.2% |
| 3Y | +28.5% | +103.7% | -75.3% | +25.4% |
| 5Y | -41.2% | -50.0% | +8.7% | -42.6% |
| 10Y | +189.2% | +471.4% | -282.3% | +141.2% |
| All | +189.2% | +484.8% | -295.6% | +141.2% |
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