+110.9%
MO vs GME
+285.6%
-174.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.5% | +0.2% |
| 7D | +0.1% | +10.4% | -10.2% | 0.0% |
| 30D | +7.1% | +14.1% | -6.9% | +7.0% |
| 3M | -2.0% | -4.6% | +2.7% | -1.9% |
| 6M | +7.3% | -13.5% | +20.8% | +7.4% |
| YTD | +23.5% | +5.3% | +18.1% | +23.3% |
| 1Y | +11.0% | -14.9% | +25.9% | +11.1% |
| 3Y | +95.0% | +24.3% | +70.7% | +90.9% |
| 5Y | +100.6% | -55.6% | +156.2% | +97.2% |
| All | +110.9% | +285.6% | -174.8% | +60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling