+2,362.5%
MO vs GME
+1,066.0%
+1,296.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | -0.3% | -1.4% | +1.1% | -0.2% |
| 3M | -2.9% | -15.1% | +12.2% | -2.6% |
| 6M | +5.8% | -22.5% | +28.3% | +6.4% |
| YTD | +22.0% | -5.9% | +27.9% | +22.0% |
| 1Y | +10.7% | -18.6% | +29.3% | +11.1% |
| 3Y | +94.4% | +6.7% | +87.7% | +86.4% |
| 5Y | +97.2% | -62.0% | +159.2% | +91.0% |
| 10Y | +103.0% | +239.5% | -136.5% | +34.5% |
| All | +2,362.5% | +1,066.0% | +1,296.5% | +1,315.8% |
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