+16.9%
GME vs MDY
+48.7%
-31.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +6.3% |
| 7D | +4.8% | -0.8% | +5.6% | +5.6% |
| 30D | +5.9% | -3.9% | +9.7% | +10.0% |
| 3M | -10.7% | 0.0% | -10.7% | -11.2% |
| 6M | -19.8% | +8.5% | -28.3% | -27.1% |
| YTD | -0.9% | +13.2% | -14.2% | -14.4% |
| 1Y | -15.7% | +15.0% | -30.7% | -28.6% |
| All | +16.9% | +48.7% | -31.8% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling