+1,530.3%
MOD vs GME
-62.8%
+1,593.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | +9.6% | +7.2% | +2.4% | +9.0% |
| 30D | 0.0% | +0.8% | -0.8% | 0.0% |
| 3M | -35.4% | -14.0% | -21.4% | -34.7% |
| 6M | -7.3% | -19.7% | +12.5% | -5.8% |
| YTD | +45.8% | -4.6% | +50.4% | +45.8% |
| 1Y | +43.1% | -14.3% | +57.5% | +44.4% |
| 3Y | +297.7% | +4.0% | +293.7% | +250.1% |
| All | +1,530.3% | -62.8% | +1,593.2% | +1,413.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling