+46.2%
TSLA vs GME
-55.8%
+102.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -1.0% |
| 7D | +3.0% | +4.8% | -1.8% | +2.2% |
| 30D | +11.2% | +5.9% | +5.3% | +10.1% |
| 3M | -7.3% | -10.7% | +3.4% | -5.7% |
| 6M | -7.7% | -19.8% | +12.1% | -4.8% |
| YTD | -18.2% | -0.9% | -17.3% | -18.7% |
| 1Y | +6.0% | -15.7% | +21.7% | +8.2% |
| 3Y | +48.0% | +12.3% | +35.7% | +7.5% |
| 5Y | +46.2% | -60.1% | +106.2% | +28.4% |
| All | +46.2% | -55.8% | +102.0% | +28.4% |
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