+290.5%
GME vs MDY
+177.2%
+113.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +2.8% |
| 7D | +10.4% | -1.9% | +12.2% | +12.6% |
| 30D | +14.1% | -4.6% | +18.7% | +20.2% |
| 3M | -4.6% | -1.2% | -3.4% | -3.8% |
| 6M | -13.5% | +9.2% | -22.7% | -22.5% |
| YTD | +5.3% | +13.1% | -7.7% | -9.6% |
| 1Y | -14.9% | +13.0% | -27.9% | -27.1% |
| 3Y | +24.3% | +49.2% | -25.0% | -22.2% |
| 5Y | -55.6% | +47.2% | -102.8% | -69.8% |
| All | +290.5% | +177.2% | +113.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling