-60.1%
GME vs MTB
+103.4%
-163.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.4% |
| 7D | +4.8% | +1.1% | +3.8% | +4.3% |
| 30D | +5.9% | -4.6% | +10.5% | +8.1% |
| 3M | -10.7% | +6.3% | -17.0% | -13.6% |
| 6M | -19.8% | +15.6% | -35.4% | -25.7% |
| YTD | -0.9% | +20.6% | -21.5% | -10.4% |
| 1Y | -15.7% | +22.5% | -38.2% | -24.6% |
| 3Y | +12.3% | +114.4% | -102.1% | -27.5% |
| 5Y | -60.1% | +101.9% | -161.9% | -73.1% |
| All | -60.1% | +103.4% | -163.5% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling