+522.2%
TGT vs GME
+1,066.0%
-543.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -1.0% |
| 7D | -0.6% | +0.4% | -1.1% | -0.7% |
| 30D | +9.5% | -1.4% | +10.9% | +9.6% |
| 3M | +32.3% | -15.1% | +47.4% | +33.5% |
| 6M | +37.0% | -22.5% | +59.5% | +38.9% |
| YTD | +71.0% | -5.9% | +77.0% | +71.1% |
| 1Y | +85.0% | -18.6% | +103.7% | +86.7% |
| 3Y | +46.8% | +6.7% | +40.2% | +33.6% |
| 5Y | -22.7% | -62.0% | +39.2% | -27.7% |
| 10Y | +216.3% | +239.5% | -23.2% | +34.1% |
| All | +522.2% | +1,066.0% | -543.8% | +68.9% |
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