+128.2%
MOD vs GME
+98.5%
+29.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.9% |
| 7D | -17.8% | +4.8% | -22.6% | -18.0% |
| 30D | -43.2% | -4.3% | -39.0% | -43.1% |
| 3M | -46.0% | +35.3% | -81.4% | -46.8% |
| 6M | -62.2% | +4.7% | -67.0% | -62.4% |
| YTD | -22.8% | +26.6% | -49.4% | -23.8% |
| 1Y | -35.5% | +18.3% | -53.8% | -36.1% |
| 3Y | +128.2% | +102.8% | +25.4% | +116.2% |
| All | +128.2% | +98.5% | +29.7% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling