-65.7%
GME vs MNDY
-51.7%
-14.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.1% | +6.7% | +0.5% |
| 7D | +0.4% | -13.3% | +13.7% | +3.6% |
| 30D | -1.4% | -10.2% | +8.7% | +0.4% |
| 3M | -15.1% | -0.1% | -15.0% | -16.3% |
| 6M | -22.5% | +6.3% | -28.8% | -25.9% |
| YTD | -5.9% | -43.3% | +37.4% | +3.7% |
| 1Y | -18.6% | -56.1% | +37.5% | -5.4% |
| 3Y | +6.7% | -51.1% | +57.8% | +6.2% |
| 5Y | -62.0% | -78.5% | +16.5% | -65.4% |
| All | -65.7% | -51.7% | -14.0% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling