+433.8%
MAR vs GME
+285.6%
+148.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.6% |
| 7D | -0.5% | +10.4% | -10.9% | -1.0% |
| 30D | -5.4% | +14.1% | -19.5% | -5.9% |
| 3M | -15.5% | -4.6% | -10.9% | -15.4% |
| 6M | +3.0% | -13.5% | +16.5% | +3.5% |
| YTD | +8.5% | +5.3% | +3.2% | +8.1% |
| 1Y | +26.0% | -14.9% | +40.8% | +26.5% |
| 3Y | +68.6% | +24.3% | +44.3% | +58.3% |
| 5Y | +157.4% | -55.6% | +212.9% | +145.7% |
| All | +433.8% | +285.6% | +148.2% | +170.9% |
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