-44.5%
TOST vs GME
-47.0%
+2.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.1% |
| 7D | +9.4% | +3.7% | +5.8% | +8.7% |
| 30D | +13.5% | +2.2% | +11.3% | +13.0% |
| 3M | -0.1% | +30.6% | -30.8% | -5.1% |
| 6M | +22.5% | -0.2% | +22.7% | +21.6% |
| YTD | -2.4% | +25.1% | -27.5% | -7.1% |
| 1Y | -4.7% | +17.7% | -22.4% | -8.5% |
| 3Y | +103.2% | +85.7% | +17.6% | +22.6% |
| 5Y | -41.2% | -52.9% | +11.6% | -48.0% |
| All | -44.5% | -47.0% | +2.5% | -55.1% |
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 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