+30.0%
MGY vs GME
+18.5%
+11.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.1% |
| 7D | +3.5% | +10.4% | -6.8% | +3.2% |
| 30D | +5.3% | +14.1% | -8.8% | +4.8% |
| 3M | +2.6% | -4.6% | +7.3% | +2.7% |
| 6M | -3.3% | -13.5% | +10.2% | -3.0% |
| YTD | +29.2% | +5.3% | +23.9% | +28.6% |
| 1Y | +18.0% | -14.9% | +32.9% | +18.3% |
| 3Y | +30.0% | +24.3% | +5.7% | +27.2% |
| All | +30.0% | +18.5% | +11.5% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling