+833.2%
MOD vs GME
-49.3%
+882.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +16.1% | +6.0% | +10.1% | +15.6% |
| 30D | -38.5% | -5.9% | -32.6% | -38.2% |
| 3M | -46.8% | +38.2% | -85.0% | -48.3% |
| 6M | -61.6% | +14.5% | -76.1% | -62.2% |
| YTD | -20.5% | +27.6% | -48.1% | -22.5% |
| 1Y | -28.0% | +19.9% | -48.0% | -29.5% |
| 3Y | +134.9% | +104.3% | +30.6% | +91.6% |
| 5Y | +833.2% | -49.3% | +882.4% | +750.1% |
| All | +833.2% | -49.3% | +882.5% | +750.1% |
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