+86.5%
TEVA vs GME
-11.9%
+98.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.7% |
| 7D | +2.0% | +10.4% | -8.4% | +1.2% |
| 30D | +1.0% | +14.1% | -13.1% | -0.2% |
| 3M | +7.3% | -4.6% | +12.0% | +7.7% |
| 6M | +21.7% | -13.5% | +35.3% | +22.3% |
| YTD | +18.8% | +5.3% | +13.5% | +15.5% |
| 1Y | +86.5% | -14.9% | +101.4% | +86.7% |
| All | +86.5% | -11.9% | +98.4% | +86.7% |
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