+203.6%
TGT vs GME
+285.6%
-82.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | 0.0% |
| 7D | -5.2% | +10.4% | -15.6% | -5.5% |
| 30D | +1.2% | +14.1% | -12.9% | +0.8% |
| 3M | +18.4% | -4.6% | +23.0% | +18.5% |
| 6M | +33.4% | -13.5% | +47.0% | +33.8% |
| YTD | +63.8% | +5.3% | +58.5% | +63.4% |
| 1Y | +77.2% | -14.9% | +92.1% | +77.6% |
| 3Y | +41.8% | +24.3% | +17.5% | +36.3% |
| 5Y | -25.5% | -55.6% | +30.0% | -27.8% |
| All | +203.6% | +285.6% | -82.0% | +127.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling