+15.4%
TSLA vs GME
-49.3%
+64.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +15.6% | +6.0% | +9.6% | +14.6% |
| 30D | +5.9% | -5.9% | +11.8% | +6.9% |
| 3M | +21.4% | +38.2% | -16.8% | +14.8% |
| 6M | -8.3% | +14.5% | -22.8% | -10.8% |
| YTD | -11.6% | +27.6% | -39.2% | -15.9% |
| 1Y | -7.7% | +19.9% | -27.6% | -11.4% |
| 3Y | +85.2% | +104.3% | -19.1% | +16.7% |
| 5Y | +15.4% | -49.3% | +64.7% | -0.9% |
| All | +15.4% | -49.3% | +64.7% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling