-41.7%
TECH vs GME
-62.6%
+20.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | +0.1% | -1.4% | +1.5% | +0.2% |
| 3M | +37.5% | -15.1% | +52.6% | +39.0% |
| 6M | +34.6% | -22.5% | +57.1% | +36.7% |
| YTD | +23.5% | -5.9% | +29.4% | +23.6% |
| 1Y | +34.4% | -18.6% | +53.0% | +35.8% |
| 3Y | +2.3% | +6.7% | -4.4% | -9.3% |
| 5Y | -41.7% | -62.0% | +20.3% | -46.4% |
| All | -41.7% | -62.6% | +20.8% | -46.4% |
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