+224.5%
TEVA vs GME
+1,205.5%
-981.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.8% |
| 7D | +2.0% | +10.4% | -8.4% | +1.4% |
| 30D | +1.0% | +14.1% | -13.1% | +0.2% |
| 3M | +7.3% | -4.6% | +12.0% | +7.5% |
| 6M | +21.7% | -13.5% | +35.3% | +22.5% |
| YTD | +18.8% | +5.3% | +13.5% | +18.1% |
| 1Y | +86.5% | -14.9% | +101.4% | +87.5% |
| 3Y | +269.4% | +24.3% | +245.2% | +239.3% |
| 5Y | +303.6% | -55.6% | +359.2% | +279.1% |
| 10Y | -22.9% | +288.5% | -311.4% | -59.5% |
| All | +224.5% | +1,205.5% | -981.0% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling