+1,032.6%
GME vs M
+130.0%
+902.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -1.6% |
| 7D | +7.2% | +4.7% | +2.5% | +4.8% |
| 30D | +0.8% | -9.6% | +10.4% | +5.6% |
| 3M | -14.0% | +0.9% | -14.8% | -15.7% |
| 6M | -19.7% | +22.3% | -42.0% | -28.9% |
| YTD | -4.6% | +6.5% | -11.1% | -10.6% |
| 1Y | -14.3% | +38.8% | -53.1% | -30.4% |
| 3Y | +4.0% | +115.9% | -111.9% | -40.6% |
| 5Y | -62.2% | +28.6% | -90.8% | -74.1% |
| 10Y | +241.4% | -2.5% | +243.9% | +134.6% |
| All | +1,032.6% | +130.0% | +902.6% | +268.0% |
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