+1,412.7%
GME vs M
+151.1%
+1,261.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | -2.0% |
| 7D | +5.8% | +2.5% | +3.2% | +4.1% |
| 30D | -3.7% | +10.1% | -13.7% | -8.4% |
| 3M | +33.6% | -0.9% | +34.5% | +32.5% |
| 6M | +5.4% | +30.2% | -24.8% | -9.9% |
| YTD | +27.4% | +16.3% | +11.1% | +13.2% |
| 1Y | +19.0% | +27.0% | -7.9% | +0.7% |
| 3Y | +101.5% | +154.5% | -53.0% | +5.5% |
| 5Y | -50.5% | -1.1% | -49.4% | -60.9% |
| 10Y | +493.3% | +0.5% | +492.8% | +297.3% |
| All | +1,412.7% | +151.1% | +1,261.6% | +366.4% |
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 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