+100.1%
MO vs GME
-58.9%
+159.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.3% |
| 7D | -1.0% | +6.0% | -7.0% | -1.1% |
| 30D | +5.8% | +8.3% | -2.6% | +5.7% |
| 3M | -4.5% | -9.1% | +4.5% | -4.4% |
| 6M | +5.7% | -16.3% | +22.1% | +5.9% |
| YTD | +23.1% | +1.5% | +21.6% | +23.0% |
| 1Y | +10.9% | -16.3% | +27.2% | +11.0% |
| 3Y | +96.1% | +15.1% | +81.0% | +91.1% |
| 5Y | +100.1% | -57.2% | +157.2% | +95.5% |
| All | +100.1% | -58.9% | +159.0% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling