+137.1%
MOD vs GME
+79.6%
+57.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.8% | +5.5% |
| 7D | -25.5% | +3.7% | -29.2% | -25.7% |
| 30D | -49.0% | +2.2% | -51.2% | -49.1% |
| 3M | -49.8% | +30.6% | -80.4% | -50.5% |
| 6M | -64.8% | -0.2% | -64.6% | -64.8% |
| YTD | -27.6% | +25.1% | -52.7% | -28.5% |
| 1Y | -35.2% | +17.7% | -52.9% | -35.9% |
| 3Y | +137.1% | +85.7% | +51.5% | +126.5% |
| All | +137.1% | +79.6% | +57.6% | +126.5% |
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