+1,032.6%
GME vs MTB
+528.3%
+504.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +7.2% | +1.7% | +5.5% | +6.5% |
| 30D | +0.8% | -4.2% | +5.0% | +2.4% |
| 3M | -14.0% | +8.9% | -22.8% | -17.0% |
| 6M | -19.7% | +10.9% | -30.6% | -23.4% |
| YTD | -4.6% | +21.5% | -26.1% | -12.3% |
| 1Y | -14.3% | +21.9% | -36.3% | -21.6% |
| 3Y | +4.0% | +109.2% | -105.2% | -24.2% |
| 5Y | -62.2% | +102.0% | -164.2% | -72.2% |
| 10Y | +241.4% | +171.9% | +69.4% | +104.3% |
| All | +1,032.6% | +528.3% | +504.3% | +299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling