+973.4%
TECH vs GME
+1,469.6%
-496.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.2% | +4.8% | -4.6% | 0.0% |
| 30D | +0.5% | -4.3% | +4.8% | +0.6% |
| 3M | +1.1% | +35.3% | -34.3% | -0.1% |
| 6M | +51.0% | +4.7% | +46.3% | +50.6% |
| YTD | +24.4% | +26.6% | -2.3% | +23.0% |
| 1Y | +27.4% | +18.3% | +9.1% | +26.4% |
| 3Y | +28.5% | +102.8% | -74.3% | +20.3% |
| 5Y | -40.9% | -48.9% | +8.1% | -43.3% |
| 10Y | +192.5% | +480.5% | -288.0% | +83.8% |
| All | +973.4% | +1,469.6% | -496.3% | +401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling