+320.5%
TMUS vs GME
+243.6%
+76.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | +0.1% | +7.2% | -7.1% | -0.2% |
| 30D | +5.3% | +0.8% | +4.5% | +5.2% |
| 3M | +3.1% | -14.0% | +17.1% | +3.7% |
| 6M | -16.5% | -19.7% | +3.3% | -15.9% |
| YTD | -9.2% | -4.6% | -4.6% | -9.2% |
| 1Y | -26.5% | -14.3% | -12.1% | -26.3% |
| 3Y | +39.0% | +4.0% | +35.0% | +30.4% |
| 5Y | +40.4% | -62.2% | +102.6% | +33.7% |
| 10Y | +303.7% | +241.4% | +62.3% | +92.8% |
| All | +320.5% | +243.6% | +76.9% | +40.8% |
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