+67.0%
MAR vs GME
+11.4%
+55.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | +0.7% |
| 7D | -0.5% | +4.8% | -5.3% | -0.6% |
| 30D | -4.7% | +5.9% | -10.5% | -4.8% |
| 3M | -15.6% | -10.7% | -4.9% | -15.4% |
| 6M | +1.2% | -19.8% | +21.0% | +1.6% |
| YTD | +7.5% | -0.9% | +8.4% | +7.5% |
| 1Y | +26.6% | -15.7% | +42.3% | +27.0% |
| All | +67.0% | +11.4% | +55.6% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling