+62.8%
META vs GME
-62.8%
+125.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +6.7% | +7.2% | -0.5% | +6.1% |
| 30D | +4.8% | +0.8% | +4.0% | +4.7% |
| 3M | -1.6% | -14.0% | +12.3% | -0.6% |
| 6M | -7.5% | -19.7% | +12.3% | -6.1% |
| YTD | -6.4% | -4.6% | -1.8% | -6.4% |
| 1Y | -17.3% | -14.3% | -3.0% | -16.7% |
| 3Y | +109.9% | +4.0% | +105.9% | +83.3% |
| All | +62.8% | -62.8% | +125.6% | +49.5% |
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 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