-14.9%
GME vs MDY
+14.6%
-29.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | +10.4% | -1.9% | +12.2% | +11.4% |
| 30D | +14.1% | -4.6% | +18.7% | +16.8% |
| 3M | -4.6% | -1.2% | -3.4% | -4.3% |
| 6M | -13.5% | +9.2% | -22.7% | -18.5% |
| YTD | +5.3% | +13.1% | -7.7% | -3.9% |
| 1Y | -14.9% | +13.0% | -27.9% | -22.4% |
| All | -14.9% | +14.6% | -29.5% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling