+93.7%
META vs GME
-48.9%
+142.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.0% |
| 7D | -0.2% | +1.6% | -1.8% | -0.3% |
| 30D | -15.4% | -6.2% | -9.2% | -14.9% |
| 3M | +5.0% | +35.8% | -30.7% | +2.5% |
| 6M | +5.2% | +10.3% | -5.1% | +4.2% |
| YTD | -4.5% | +27.2% | -31.7% | -6.7% |
| 1Y | +0.6% | +19.1% | -18.5% | -1.3% |
| 3Y | +93.1% | +103.7% | -10.7% | +56.4% |
| 5Y | +93.7% | -50.0% | +143.7% | +76.2% |
| All | +93.7% | -48.9% | +142.6% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling