+34.6%
TSLA vs GME
+5.8%
+28.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.1% |
| 7D | +3.4% | +0.4% | +3.0% | +3.4% |
| 30D | +12.0% | -1.4% | +13.5% | +12.2% |
| 3M | -10.0% | -15.1% | +5.2% | -8.8% |
| 6M | -7.2% | -22.5% | +15.3% | -5.4% |
| YTD | -18.1% | -5.9% | -12.2% | -18.0% |
| 1Y | +6.3% | -18.6% | +24.9% | +7.8% |
| All | +34.6% | +5.8% | +28.7% | +22.1% |
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