+290.5%
GME vs MKC
+29.9%
+260.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.7% |
| 7D | +10.4% | -1.5% | +11.8% | +10.6% |
| 30D | +14.1% | -3.1% | +17.2% | +14.4% |
| 3M | -4.6% | +5.2% | -9.8% | -5.3% |
| 6M | -13.5% | -12.8% | -0.7% | -12.5% |
| YTD | +5.3% | -23.3% | +28.6% | +7.8% |
| 1Y | -14.9% | -24.1% | +9.2% | -12.9% |
| 3Y | +24.3% | -32.1% | +56.4% | +27.5% |
| 5Y | -55.6% | -32.8% | -22.8% | -54.9% |
| All | +290.5% | +29.9% | +260.6% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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