-61.6%
GME vs MNDY
-49.8%
-11.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.8% | +3.3% |
| 7D | +10.4% | -4.6% | +15.0% | +11.5% |
| 30D | +14.1% | +1.0% | +13.0% | +13.1% |
| 3M | -4.6% | +9.1% | -13.8% | -7.9% |
| 6M | -13.5% | +14.2% | -27.8% | -18.8% |
| YTD | +5.3% | -41.1% | +46.5% | +15.1% |
| 1Y | -14.9% | -54.7% | +39.8% | -1.7% |
| 3Y | +24.3% | -50.6% | +74.8% | +23.7% |
| 5Y | -55.6% | -76.7% | +21.1% | -59.8% |
| All | -61.6% | -49.8% | -11.8% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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