+103.2%
TOST vs GME
+79.6%
+23.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.7% |
| 7D | +9.4% | +3.7% | +5.8% | +9.2% |
| 30D | +13.5% | +2.2% | +11.3% | +13.3% |
| 3M | -0.1% | +30.6% | -30.8% | -2.1% |
| 6M | +22.5% | -0.2% | +22.7% | +22.2% |
| YTD | -2.4% | +25.1% | -27.5% | -4.2% |
| 1Y | -4.7% | +17.7% | -22.4% | -6.1% |
| 3Y | +103.2% | +85.7% | +17.6% | +74.1% |
| All | +103.2% | +79.6% | +23.7% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling