-25.6%
TGT vs GME
-58.9%
+33.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.3% |
| 7D | -5.0% | +6.0% | -11.1% | -5.4% |
| 30D | +3.0% | +8.3% | -5.3% | +2.6% |
| 3M | +22.6% | -9.1% | +31.7% | +23.1% |
| 6M | +31.2% | -16.3% | +47.5% | +32.1% |
| YTD | +63.7% | +1.5% | +62.2% | +63.1% |
| 1Y | +78.5% | -16.3% | +94.8% | +79.5% |
| 3Y | +40.5% | +15.1% | +25.4% | +25.7% |
| 5Y | -25.6% | -57.2% | +31.6% | -33.0% |
| All | -25.6% | -58.9% | +33.3% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling