+104.5%
TEVA vs GME
+15.0%
+89.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.5% |
| 7D | +4.7% | +7.8% | -3.1% | +4.0% |
| 30D | +5.5% | -0.4% | +5.9% | +5.5% |
| 3M | +21.6% | +30.9% | -9.3% | +19.3% |
| 6M | +18.4% | +5.5% | +12.9% | +17.9% |
| YTD | +34.1% | +25.2% | +8.9% | +29.7% |
| 1Y | +104.5% | +14.4% | +90.2% | +96.7% |
| All | +104.5% | +15.0% | +89.6% | +96.7% |
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 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