+2,215.9%
MAR vs GME
+1,082.6%
+1,133.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -4.2% | +7.2% | -11.4% | -4.7% |
| 30D | -6.7% | +0.8% | -7.5% | -6.8% |
| 3M | -12.5% | -14.0% | +1.5% | -11.5% |
| 6M | +0.6% | -19.7% | +20.3% | +2.2% |
| YTD | +9.1% | -4.6% | +13.7% | +9.2% |
| 1Y | +26.2% | -14.3% | +40.6% | +27.2% |
| 3Y | +68.2% | +4.0% | +64.1% | +48.9% |
| 5Y | +163.9% | -62.2% | +226.1% | +142.2% |
| 10Y | +420.6% | +241.4% | +179.2% | +69.7% |
| All | +2,215.9% | +1,082.6% | +1,133.2% | +424.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling