-62.0%
GME vs M
+24.8%
-86.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.4% |
| 7D | +0.4% | +2.4% | -1.9% | -0.5% |
| 30D | -1.4% | -11.6% | +10.2% | +3.2% |
| 3M | -15.1% | +1.6% | -16.8% | -16.8% |
| 6M | -22.5% | +25.2% | -47.7% | -30.3% |
| YTD | -5.9% | +3.8% | -9.7% | -9.8% |
| 1Y | -18.6% | +36.3% | -55.0% | -30.9% |
| 3Y | +6.7% | +116.3% | -109.7% | -35.8% |
| 5Y | -62.0% | +28.2% | -90.2% | -70.8% |
| All | -62.0% | +24.8% | -86.8% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling