-36.6%
MOH vs GME
+18.5%
-55.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.8% | +2.0% |
| 7D | +1.7% | +10.4% | -8.7% | +1.7% |
| 30D | -0.9% | +14.1% | -15.0% | -0.9% |
| 3M | +5.7% | -4.6% | +10.4% | +5.7% |
| 6M | +39.1% | -13.5% | +52.7% | +39.0% |
| YTD | +17.7% | +5.3% | +12.4% | +17.6% |
| 1Y | +8.4% | -14.9% | +23.3% | +8.3% |
| 3Y | -36.6% | +24.3% | -60.8% | -31.5% |
| All | -36.6% | +18.5% | -55.1% | -31.5% |
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