+15,614.6%
MA vs GME
+599.2%
+15,015.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.7% |
| 7D | +2.3% | +3.7% | -1.4% | +2.1% |
| 30D | +14.7% | +2.2% | +12.5% | +14.5% |
| 3M | +13.5% | +30.6% | -17.1% | +11.9% |
| 6M | +33.1% | -0.2% | +33.3% | +32.9% |
| YTD | +15.1% | +25.1% | -10.0% | +13.4% |
| 1Y | +18.7% | +17.7% | +1.1% | +17.3% |
| 3Y | +72.1% | +85.7% | -13.6% | +54.8% |
| 5Y | +92.8% | -52.9% | +145.7% | +80.5% |
| 10Y | +571.6% | +504.9% | +66.7% | +179.1% |
| All | +15,614.6% | +599.2% | +15,015.5% | +5,266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling