+3,125.8%
TSLA vs GME
+475.1%
+2,650.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +8.9% | +2.9% | +6.0% | +8.7% |
| 30D | +6.3% | -4.8% | +11.1% | +6.7% |
| 3M | +14.8% | +39.2% | -24.4% | +11.7% |
| 6M | -12.4% | +17.1% | -29.4% | -13.6% |
| YTD | -13.2% | +28.7% | -42.0% | -15.3% |
| 1Y | -2.9% | +23.3% | -26.3% | -5.0% |
| 3Y | +74.4% | +112.9% | -38.5% | +50.5% |
| 5Y | +13.3% | -48.8% | +62.1% | +4.6% |
| All | +3,125.8% | +475.1% | +2,650.8% | +1,309.5% |
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 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