+188.6%
TECK vs GME
-56.3%
+244.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.5% |
| 7D | -3.8% | +10.4% | -14.2% | -4.6% |
| 30D | +0.7% | +14.1% | -13.3% | -0.3% |
| 3M | +4.6% | -4.6% | +9.3% | +4.8% |
| 6M | +25.1% | -13.5% | +38.6% | +26.2% |
| YTD | +39.2% | +5.3% | +33.8% | +38.1% |
| 1Y | +60.3% | -14.9% | +75.2% | +61.6% |
| 3Y | +62.9% | +24.3% | +38.6% | +45.5% |
| All | +188.6% | -56.3% | +244.9% | +184.6% |
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