-57.2%
GME vs MDY
+43.9%
-101.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +3.8% |
| 7D | +6.0% | -2.5% | +8.6% | +9.7% |
| 30D | +8.3% | -5.0% | +13.4% | +16.2% |
| 3M | -9.1% | +0.5% | -9.5% | -10.6% |
| 6M | -16.3% | +8.0% | -24.3% | -26.3% |
| YTD | +1.5% | +12.2% | -10.6% | -15.9% |
| 1Y | -16.3% | +14.0% | -30.3% | -32.7% |
| 3Y | +15.1% | +48.2% | -33.0% | -41.2% |
| 5Y | -57.2% | +46.1% | -103.2% | -75.4% |
| All | -57.2% | +43.9% | -101.1% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling