+61.6%
TECK vs GME
+14.2%
+47.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.5% | -8.8% | -6.5% |
| 7D | -4.2% | +6.0% | -10.3% | -4.6% |
| 30D | -0.4% | +8.3% | -8.7% | -0.9% |
| 3M | +10.1% | -9.1% | +19.2% | +10.7% |
| 6M | +26.0% | -16.3% | +42.3% | +27.1% |
| YTD | +38.0% | +1.5% | +36.5% | +37.6% |
| 1Y | +63.8% | -16.3% | +80.1% | +65.0% |
| All | +61.6% | +14.2% | +47.3% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling