+1,384.9%
GME vs M
+132.3%
+1,252.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.6% | +8.5% | +6.1% |
| 7D | +3.7% | -4.3% | +7.9% | +5.6% |
| 30D | +2.2% | +1.3% | +0.9% | +1.2% |
| 3M | +30.6% | -7.4% | +38.0% | +34.0% |
| 6M | -0.2% | +18.3% | -18.5% | -10.6% |
| YTD | +25.1% | +7.6% | +17.5% | +15.5% |
| 1Y | +17.7% | +17.4% | +0.3% | +3.4% |
| 3Y | +85.7% | +108.4% | -22.7% | +7.5% |
| 5Y | -52.9% | -10.6% | -42.3% | -60.9% |
| 10Y | +504.9% | -3.2% | +508.1% | +313.7% |
| All | +1,384.9% | +132.3% | +1,252.7% | +375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling