+436.0%
META vs GME
+483.4%
-47.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +3.3% | +4.8% | -1.5% | +3.1% |
| 30D | -10.8% | -4.3% | -6.5% | -10.6% |
| 3M | +7.9% | +35.3% | -27.4% | +6.8% |
| 6M | +5.4% | +4.7% | +0.7% | +5.1% |
| YTD | -2.6% | +26.6% | -29.2% | -3.5% |
| 1Y | +1.9% | +18.3% | -16.5% | +1.1% |
| 3Y | +97.0% | +102.8% | -5.8% | +85.6% |
| 5Y | +97.6% | -48.9% | +146.6% | +90.1% |
| 10Y | +436.0% | +480.5% | -44.4% | +288.5% |
| All | +436.0% | +483.4% | -47.4% | +288.5% |
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