+48.4%
MAR vs GME
+21.5%
+27.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +1.6% | +2.9% | -1.3% | +1.2% |
| 30D | +13.8% | -4.8% | +18.6% | +14.4% |
| 3M | +20.3% | +39.2% | -18.9% | +15.1% |
| 6M | +21.3% | +17.1% | +4.2% | +18.8% |
| YTD | +37.2% | +28.7% | +8.5% | +31.5% |
| 1Y | +48.4% | +23.3% | +25.1% | +43.2% |
| All | +48.4% | +21.5% | +27.0% | +43.2% |
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