+584.1%
MA vs GME
+470.0%
+114.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.5% | +6.0% | -6.5% | -0.6% |
| 30D | +7.9% | -5.9% | +13.8% | +8.0% |
| 3M | +16.8% | +38.2% | -21.4% | +16.0% |
| 6M | +31.0% | +14.5% | +16.5% | +30.6% |
| YTD | +15.0% | +27.6% | -12.5% | +14.4% |
| 1Y | +17.0% | +19.9% | -2.9% | +16.5% |
| 3Y | +68.5% | +104.3% | -35.8% | +61.9% |
| 5Y | +85.0% | -49.3% | +134.3% | +80.1% |
| All | +584.1% | +470.0% | +114.1% | +362.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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