+1,497.9%
META vs GME
+672.3%
+825.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -3.8% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | -18.1% | -2.4% | -15.7% | -18.0% |
| 3M | +2.9% | +27.1% | -24.3% | +1.9% |
| 6M | +0.2% | -0.2% | +0.4% | +0.1% |
| YTD | -8.1% | +20.4% | -28.5% | -8.9% |
| 1Y | -4.5% | +9.8% | -14.3% | -5.1% |
| 3Y | +94.2% | +74.3% | +19.9% | +81.9% |
| 5Y | +79.1% | -54.7% | +133.7% | +71.8% |
| 10Y | +405.9% | +482.0% | -76.1% | +231.0% |
| All | +1,497.9% | +672.3% | +825.6% | +878.1% |
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