-21.2%
TMUS vs GME
+15.0%
-36.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +3.5% |
| 7D | +7.5% | +7.8% | -0.3% | +8.4% |
| 30D | -3.3% | -0.4% | -2.9% | -3.3% |
| 3M | -9.7% | +30.9% | -40.5% | -7.2% |
| 6M | -17.2% | +5.5% | -22.7% | -16.2% |
| YTD | -20.3% | +25.2% | -45.5% | -21.0% |
| 1Y | -21.2% | +14.4% | -35.6% | -20.6% |
| All | -21.2% | +15.0% | -36.2% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling