+333.8%
MOD vs GME
+1,391.9%
-1,058.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.9% | -3.4% | -6.9% |
| 7D | -34.2% | +0.7% | -34.9% | -34.3% |
| 30D | -51.9% | -2.4% | -49.5% | -51.8% |
| 3M | -53.0% | +27.1% | -80.2% | -54.4% |
| 6M | -66.4% | -0.2% | -66.1% | -66.6% |
| YTD | -31.5% | +20.4% | -51.9% | -33.4% |
| 1Y | -39.6% | +9.8% | -49.4% | -40.7% |
| 3Y | +116.8% | +74.3% | +42.6% | +75.8% |
| 5Y | +713.8% | -54.7% | +768.5% | +618.9% |
| 10Y | +882.7% | +482.0% | +400.6% | +89.5% |
| All | +333.8% | +1,391.9% | -1,058.0% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling