+317.5%
TMUS vs GME
+285.6%
+31.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +2.9% |
| 7D | +0.4% | +10.4% | -9.9% | +0.4% |
| 30D | +3.5% | +14.1% | -10.5% | +3.4% |
| 3M | -1.3% | -4.6% | +3.3% | -1.3% |
| 6M | -13.6% | -13.5% | -0.1% | -13.5% |
| YTD | -8.8% | +5.3% | -14.1% | -8.9% |
| 1Y | -22.9% | -14.9% | -8.0% | -22.8% |
| 3Y | +36.7% | +24.3% | +12.5% | +34.4% |
| 5Y | +46.6% | -55.6% | +102.2% | +44.6% |
| All | +317.5% | +285.6% | +31.9% | +217.0% |
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 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