+966.8%
MOD vs GME
+520.4%
+446.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.9% | +8.0% | +9.8% |
| 7D | -13.9% | +5.8% | -19.7% | -14.2% |
| 30D | -41.5% | -3.7% | -37.9% | -41.5% |
| 3M | -45.7% | +33.6% | -79.3% | -46.5% |
| 6M | -61.1% | +5.4% | -66.5% | -61.3% |
| YTD | -20.5% | +27.4% | -47.9% | -21.7% |
| 1Y | -32.1% | +19.0% | -51.1% | -32.9% |
| 3Y | +146.5% | +101.5% | +45.0% | +125.4% |
| 5Y | +812.7% | -50.5% | +863.2% | +765.0% |
| 10Y | +966.8% | +493.3% | +473.5% | +443.1% |
| All | +966.8% | +520.4% | +446.4% | +443.1% |
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