+250.7%
TQQQ vs GME
+18.5%
+232.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.2% | +2.2% |
| 7D | -1.9% | +10.4% | -12.3% | -2.9% |
| 30D | -4.9% | +14.1% | -18.9% | -6.1% |
| 3M | -6.4% | -4.6% | -1.8% | -6.2% |
| 6M | +44.4% | -13.5% | +57.9% | +46.1% |
| YTD | +35.2% | +5.3% | +29.8% | +34.2% |
| 1Y | +49.5% | -14.9% | +64.4% | +51.3% |
| 3Y | +250.7% | +24.3% | +226.4% | +230.5% |
| All | +250.7% | +18.5% | +232.2% | +230.5% |
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