+505.6%
MA vs GME
+237.1%
+268.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.4% |
| 7D | -1.8% | +0.4% | -2.2% | -1.8% |
| 30D | +1.4% | -1.4% | +2.8% | +1.4% |
| 3M | +17.7% | -15.1% | +32.9% | +18.1% |
| 6M | +9.7% | -22.5% | +32.2% | +10.1% |
| YTD | +0.5% | -5.9% | +6.4% | +0.5% |
| 1Y | -2.1% | -18.6% | +16.6% | -1.8% |
| 3Y | +40.1% | +6.7% | +33.4% | +36.4% |
| 5Y | +67.5% | -62.0% | +129.5% | +63.9% |
| 10Y | +505.6% | +239.5% | +266.2% | +333.9% |
| All | +505.6% | +237.1% | +268.5% | +333.9% |
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