+568.4%
MA vs GME
+483.4%
+85.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +1.8% | +4.8% | -3.0% | +1.7% |
| 30D | +11.8% | -4.3% | +16.1% | +11.9% |
| 3M | +17.2% | +35.3% | -18.2% | +16.5% |
| 6M | +33.4% | +4.7% | +28.7% | +33.2% |
| YTD | +16.1% | +26.6% | -10.5% | +15.5% |
| 1Y | +19.9% | +18.3% | +1.6% | +19.4% |
| 3Y | +70.1% | +102.8% | -32.7% | +63.5% |
| 5Y | +89.6% | -48.9% | +138.6% | +84.6% |
| 10Y | +568.4% | +480.5% | +88.0% | +354.8% |
| All | +568.4% | +483.4% | +85.0% | +354.8% |
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