+57.4%
MAR vs GME
+15.0%
+42.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.5% | +1.5% |
| 7D | +7.7% | +7.8% | 0.0% | +6.6% |
| 30D | +19.4% | -0.4% | +19.8% | +19.4% |
| 3M | +23.3% | +30.9% | -7.5% | +18.8% |
| 6M | +22.8% | +5.5% | +17.4% | +21.5% |
| YTD | +37.8% | +25.2% | +12.6% | +31.7% |
| 1Y | +57.4% | +14.4% | +43.0% | +52.3% |
| All | +57.4% | +15.0% | +42.4% | +52.3% |
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 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