+2,650.1%
TSLA vs GME
+271.8%
+2,378.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.4% |
| 7D | -3.4% | +6.0% | -9.4% | -3.9% |
| 30D | +9.2% | +8.3% | +0.9% | +8.5% |
| 3M | -4.7% | -9.1% | +4.3% | -4.1% |
| 6M | -8.9% | -16.3% | +7.4% | -7.9% |
| YTD | -19.2% | +1.5% | -20.7% | -19.5% |
| 1Y | +4.5% | -16.3% | +20.9% | +5.7% |
| 3Y | +46.3% | +15.1% | +31.2% | +32.4% |
| 5Y | +48.1% | -57.2% | +105.3% | +39.2% |
| All | +2,650.1% | +271.8% | +2,378.3% | +1,269.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling