+1,527.5%
META vs GME
+512.2%
+1,015.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +6.7% | +7.2% | -0.5% | +6.4% |
| 30D | +4.8% | +0.8% | +4.0% | +4.7% |
| 3M | -1.6% | -14.0% | +12.3% | -1.1% |
| 6M | -7.5% | -19.7% | +12.3% | -6.8% |
| YTD | -6.4% | -4.6% | -1.8% | -6.4% |
| 1Y | -17.3% | -14.3% | -3.0% | -17.0% |
| 3Y | +109.9% | +4.0% | +105.9% | +100.4% |
| 5Y | +65.4% | -62.2% | +127.6% | +59.9% |
| 10Y | +391.8% | +241.4% | +150.4% | +239.2% |
| All | +1,527.5% | +512.2% | +1,015.3% | +905.2% |
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 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