-1.1%
META vs GME
+14.4%
-15.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.2% |
| 7D | -0.8% | +3.7% | -4.5% | -1.3% |
| 30D | -15.4% | +2.2% | -17.6% | -15.5% |
| 3M | +3.5% | +30.6% | -27.1% | +1.0% |
| 6M | -0.3% | -0.2% | -0.1% | -0.9% |
| YTD | -7.3% | +25.1% | -32.4% | -12.2% |
| 1Y | -1.1% | +17.7% | -18.7% | -6.2% |
| All | -1.1% | +14.4% | -15.5% | -6.2% |
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