+276.4%
GME vs MTB
+172.9%
+103.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | +6.0% | -0.4% | +6.5% | +6.2% |
| 30D | +8.3% | -4.6% | +12.9% | +10.3% |
| 3M | -9.1% | +7.4% | -16.5% | -11.9% |
| 6M | -16.3% | +18.7% | -35.0% | -22.2% |
| YTD | +1.5% | +21.1% | -19.5% | -6.6% |
| 1Y | -16.3% | +24.1% | -40.4% | -24.0% |
| 3Y | +15.1% | +115.3% | -100.2% | -17.7% |
| 5Y | -57.2% | +106.0% | -163.2% | -68.5% |
| All | +276.4% | +172.9% | +103.5% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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