+498.8%
MAR vs GME
+475.1%
+23.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | +1.6% | +2.9% | -1.3% | +1.5% |
| 30D | +13.8% | -4.8% | +18.6% | +14.0% |
| 3M | +20.3% | +39.2% | -18.9% | +18.6% |
| 6M | +21.3% | +17.1% | +4.2% | +20.4% |
| YTD | +37.2% | +28.7% | +8.5% | +35.5% |
| 1Y | +48.4% | +23.3% | +25.1% | +46.8% |
| 3Y | +120.1% | +112.9% | +7.2% | +101.9% |
| 5Y | +182.1% | -48.8% | +230.9% | +167.7% |
| All | +498.8% | +475.1% | +23.7% | +194.6% |
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