+24.3%
GME vs MKTX
-25.3%
+49.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +10.4% | -0.2% | +10.6% | +10.4% |
| 30D | +14.1% | +0.7% | +13.3% | +14.0% |
| 3M | -4.6% | +40.8% | -45.4% | -6.1% |
| 6M | -13.5% | -8.0% | -5.5% | -13.1% |
| YTD | +5.3% | -8.7% | +14.1% | +5.9% |
| 1Y | -14.9% | -11.8% | -3.0% | -14.0% |
| 3Y | +24.3% | -24.0% | +48.3% | +26.9% |
| All | +24.3% | -25.3% | +49.5% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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