+4.6%
TSLA vs GME
-15.8%
+20.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.6% | -5.8% |
| 7D | +1.5% | +7.2% | -5.7% | -0.3% |
| 30D | +10.1% | +0.8% | +9.3% | +9.8% |
| 3M | -15.4% | -14.0% | -1.4% | -12.5% |
| 6M | -12.8% | -19.7% | +7.0% | -9.2% |
| YTD | -21.3% | -4.6% | -16.7% | -25.2% |
| 1Y | +4.6% | -14.3% | +18.9% | +2.8% |
| All | +4.6% | -15.8% | +20.4% | +2.8% |
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 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