-8.9%
TOST vs GME
+18.1%
-27.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | +4.0% | +5.8% | -1.7% | +3.2% |
| 30D | +11.1% | -3.7% | +14.7% | +11.6% |
| 3M | +0.8% | +33.6% | -32.7% | -3.0% |
| 6M | +38.8% | +5.4% | +33.4% | +39.5% |
| YTD | -2.1% | +27.4% | -29.5% | -3.2% |
| All | -8.9% | +18.1% | -27.0% | -12.6% |
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