+14.4%
GME vs M
+36.6%
-22.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.6% | -4.0% | +2.6% |
| 7D | +7.8% | +8.3% | -0.5% | +6.7% |
| 30D | -0.4% | +14.2% | -14.6% | -1.9% |
| 3M | +30.9% | -1.1% | +32.0% | +30.7% |
| 6M | +5.5% | +36.6% | -31.1% | -0.5% |
| YTD | +25.2% | +19.8% | +5.4% | +19.3% |
| 1Y | +14.4% | +37.2% | -22.8% | +4.7% |
| All | +14.4% | +36.6% | -22.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling