+1,511.3%
META vs GME
+702.7%
+808.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.7% |
| 7D | -0.8% | +3.7% | -4.5% | -0.9% |
| 30D | -15.4% | +2.2% | -17.6% | -15.5% |
| 3M | +3.5% | +30.6% | -27.1% | +2.5% |
| 6M | -0.3% | -0.2% | -0.1% | -0.4% |
| YTD | -7.3% | +25.1% | -32.4% | -8.3% |
| 1Y | -1.1% | +17.7% | -18.7% | -1.9% |
| 3Y | +95.1% | +85.7% | +9.4% | +82.3% |
| 5Y | +80.6% | -52.9% | +133.5% | +73.0% |
| 10Y | +410.1% | +504.9% | -94.8% | +233.3% |
| All | +1,511.3% | +702.7% | +808.6% | +884.8% |
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