-15.7%
GME vs M
+30.1%
-45.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.2% | +9.5% | +5.8% |
| 7D | +4.8% | -4.1% | +8.9% | +5.3% |
| 30D | +5.9% | -13.6% | +19.5% | +7.8% |
| 3M | -10.7% | -2.3% | -8.4% | -11.5% |
| 6M | -19.8% | +21.9% | -41.7% | -23.4% |
| YTD | -0.9% | -0.6% | -0.4% | -3.2% |
| 1Y | -15.7% | +29.7% | -45.4% | -24.4% |
| All | -15.7% | +30.1% | -45.8% | -24.4% |
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 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