-40.6%
TECH vs GME
-53.9%
+13.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | +0.2% | +5.8% | -5.6% | -0.2% |
| 30D | +0.5% | -3.7% | +4.2% | +0.7% |
| 3M | +0.9% | +33.6% | -32.7% | -1.4% |
| 6M | +51.0% | +5.4% | +45.7% | +50.1% |
| YTD | +24.4% | +27.4% | -3.1% | +21.6% |
| 1Y | +27.6% | +19.0% | +8.6% | +25.3% |
| 3Y | +29.9% | +101.5% | -71.6% | +8.3% |
| 5Y | -40.6% | -50.5% | +9.8% | -46.2% |
| All | -40.6% | -53.9% | +13.2% | -46.2% |
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 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