+210.4%
MGY vs GME
+367.2%
-156.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | 0.0% |
| 7D | +3.5% | +10.4% | -6.8% | +3.0% |
| 30D | +5.3% | +14.1% | -8.8% | +4.6% |
| 3M | +2.6% | -4.6% | +7.3% | +2.8% |
| 6M | -3.3% | -13.5% | +10.2% | -2.8% |
| YTD | +29.2% | +5.3% | +23.9% | +28.5% |
| 1Y | +18.0% | -14.9% | +32.9% | +18.5% |
| 3Y | +30.0% | +24.3% | +5.7% | +20.2% |
| 5Y | +92.7% | -55.6% | +148.2% | +81.8% |
| All | +210.4% | +367.2% | -156.8% | +49.0% |
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