-2.1%
MA vs GME
-16.6%
+14.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.5% |
| 3M | +17.7% | -15.1% | +32.9% | +18.1% |
| 6M | +9.7% | -22.5% | +32.2% | +9.4% |
| YTD | +0.5% | -5.9% | +6.4% | -0.4% |
| 1Y | -2.1% | -18.6% | +16.6% | -2.7% |
| All | -2.1% | -16.6% | +14.6% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling