+9.5%
MGY vs GME
+15.0%
-5.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.8% | -4.9% |
| 7D | -12.1% | +7.8% | -19.9% | -11.5% |
| 30D | -2.6% | -0.4% | -2.2% | -2.6% |
| 3M | -4.2% | +30.9% | -35.1% | -2.6% |
| 6M | -23.9% | +5.5% | -29.4% | -23.7% |
| YTD | +8.8% | +25.2% | -16.4% | +6.4% |
| 1Y | +9.5% | +14.4% | -4.9% | +7.6% |
| All | +9.5% | +15.0% | -5.5% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling