+5.4%
MOD vs GME
+21.5%
-16.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.6% |
| 3M | -33.3% | +39.2% | -72.5% | -34.6% |
| 6M | -51.4% | +17.1% | -68.5% | -51.7% |
| YTD | +1.6% | +28.7% | -27.1% | +0.5% |
| 1Y | +5.4% | +23.3% | -17.9% | +1.6% |
| All | +5.4% | +21.5% | -16.1% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling