+1,064.5%
MOD vs GME
+475.1%
+589.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.9% | +27.0% | +27.8% |
| 7D | +40.4% | +2.9% | +37.5% | +40.3% |
| 30D | -14.0% | -4.8% | -9.2% | -13.8% |
| 3M | -33.3% | +39.2% | -72.5% | -34.4% |
| 6M | -51.4% | +17.1% | -68.5% | -51.9% |
| YTD | +1.6% | +28.7% | -27.1% | +0.1% |
| 1Y | +5.4% | +23.3% | -17.9% | +4.0% |
| 3Y | +191.0% | +112.9% | +78.1% | +165.6% |
| 5Y | +1,093.1% | -48.8% | +1,142.0% | +1,029.7% |
| All | +1,064.5% | +475.1% | +589.4% | +500.2% |
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