+22,131.9%
TSLA vs GME
+513.3%
+21,618.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.6% | -5.9% |
| 7D | +1.5% | +7.2% | -5.7% | +0.9% |
| 30D | +10.1% | +0.8% | +9.3% | +10.1% |
| 3M | -15.4% | -14.0% | -1.4% | -14.4% |
| 6M | -12.8% | -19.7% | +7.0% | -11.3% |
| YTD | -21.3% | -4.6% | -16.7% | -21.2% |
| 1Y | +4.6% | -14.3% | +18.9% | +5.6% |
| 3Y | +44.5% | +4.0% | +40.5% | +30.4% |
| 5Y | +44.8% | -62.2% | +107.0% | +36.7% |
| 10Y | +2,585.4% | +241.4% | +2,344.0% | +1,150.9% |
| All | +22,131.9% | +513.3% | +21,618.6% | +7,751.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling