+480.5%
GME vs M
-3.0%
+483.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | +4.8% | +5.0% | -0.2% | +1.8% |
| 30D | -4.3% | +10.6% | -14.9% | -9.6% |
| 3M | +35.3% | +1.6% | +33.8% | +32.4% |
| 6M | +4.7% | +30.8% | -26.1% | -12.0% |
| YTD | +26.6% | +16.9% | +9.7% | +11.0% |
| 1Y | +18.3% | +26.3% | -7.9% | -1.2% |
| 3Y | +102.8% | +158.6% | -55.8% | -3.5% |
| 5Y | -48.9% | +2.1% | -51.0% | -61.9% |
| 10Y | +480.5% | -4.3% | +484.8% | +234.4% |
| All | +480.5% | -3.0% | +483.5% | +234.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling