+1,016.7%
GME vs MDY
+895.3%
+121.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.7% |
| 7D | +0.4% | +1.0% | -0.6% | -0.6% |
| 30D | -1.4% | -3.1% | +1.7% | +1.8% |
| 3M | -15.1% | +1.8% | -17.0% | -17.1% |
| 6M | -22.5% | +10.8% | -33.3% | -30.6% |
| YTD | -5.9% | +14.4% | -20.4% | -18.7% |
| 1Y | -18.6% | +15.2% | -33.8% | -30.3% |
| 3Y | +6.7% | +51.2% | -44.5% | -29.7% |
| 5Y | -62.0% | +47.2% | -109.2% | -72.4% |
| 10Y | +239.5% | +171.1% | +68.3% | +35.2% |
| All | +1,016.7% | +895.3% | +121.4% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling