+73.1%
MA vs GME
-62.8%
+135.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -2.7% | +7.2% | -9.9% | -2.9% |
| 30D | +1.5% | +0.8% | +0.7% | +1.5% |
| 3M | +20.4% | -14.0% | +34.4% | +21.0% |
| 6M | +11.1% | -19.7% | +30.9% | +11.8% |
| YTD | +2.0% | -4.6% | +6.5% | +1.9% |
| 1Y | -2.2% | -14.3% | +12.2% | -1.9% |
| 3Y | +41.9% | +4.0% | +37.9% | +32.7% |
| All | +73.1% | -62.8% | +135.9% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling