+96.8%
TEVA vs GME
-15.8%
+112.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.2% | +7.2% | -7.4% | -0.9% |
| 30D | +4.7% | +0.8% | +3.9% | +4.6% |
| 3M | +5.6% | -14.0% | +19.6% | +7.0% |
| 6M | +10.5% | -19.7% | +30.2% | +11.7% |
| YTD | +16.5% | -4.6% | +21.1% | +14.2% |
| 1Y | +96.8% | -14.3% | +111.1% | +90.3% |
| All | +96.8% | -15.8% | +112.6% | +90.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling