+22.2%
GME vs M
+22.4%
-0.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +6.0% | +0.6% | +5.4% | +5.8% |
| 30D | -5.9% | +7.0% | -12.9% | -6.6% |
| 3M | +38.2% | +3.1% | +35.0% | +37.4% |
| 6M | +14.5% | +33.5% | -19.0% | +8.1% |
| YTD | +27.6% | +13.4% | +14.2% | +22.3% |
| All | +22.2% | +22.4% | -0.2% | +15.9% |
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