+41.7%
TGT vs GME
+14.2%
+27.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.2% |
| 7D | -5.0% | +6.0% | -11.1% | -5.2% |
| 30D | +3.0% | +8.3% | -5.3% | +2.9% |
| 3M | +22.6% | -9.1% | +31.7% | +22.8% |
| 6M | +31.2% | -16.3% | +47.5% | +31.6% |
| YTD | +63.7% | +1.5% | +62.2% | +63.5% |
| 1Y | +78.5% | -16.3% | +94.8% | +78.9% |
| All | +41.7% | +14.2% | +27.5% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling