-45.7%
TOST vs GME
-59.6%
+13.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -3.4% | +7.2% | -10.6% | -4.6% |
| 30D | -2.4% | +0.8% | -3.2% | -2.7% |
| 3M | +34.6% | -14.0% | +48.6% | +37.9% |
| 6M | +15.2% | -19.7% | +34.9% | +18.9% |
| YTD | -4.4% | -4.6% | +0.2% | -4.3% |
| 1Y | -17.4% | -14.3% | -3.1% | -16.1% |
| 3Y | +54.5% | +4.0% | +50.4% | +8.9% |
| All | -45.7% | -59.6% | +13.9% | -53.8% |
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