+275.3%
TMUS vs GME
+350.5%
-75.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.7% |
| 7D | +3.6% | +3.7% | -0.1% | +3.4% |
| 30D | -3.4% | +2.2% | -5.6% | -3.5% |
| 3M | -9.5% | +30.6% | -40.1% | -10.5% |
| 6M | -15.2% | -0.2% | -15.0% | -15.3% |
| YTD | -18.9% | +25.1% | -44.0% | -19.9% |
| 1Y | -17.7% | +17.7% | -35.4% | -18.5% |
| 3Y | +15.6% | +85.7% | -70.0% | +5.7% |
| 5Y | +38.9% | -52.9% | +91.8% | +31.2% |
| 10Y | +245.3% | +504.9% | -259.7% | +50.2% |
| All | +275.3% | +350.5% | -75.2% | +24.3% |
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