-22.3%
MOH vs GME
-56.3%
+34.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.8% | +1.9% |
| 7D | +1.7% | +10.4% | -8.7% | +1.6% |
| 30D | -0.9% | +14.1% | -15.0% | -1.1% |
| 3M | +5.7% | -4.6% | +10.4% | +5.8% |
| 6M | +39.1% | -13.5% | +52.7% | +39.3% |
| YTD | +17.7% | +5.3% | +12.4% | +17.5% |
| 1Y | +8.4% | -14.9% | +23.3% | +8.5% |
| 3Y | -36.6% | +24.3% | -60.8% | -38.5% |
| All | -22.3% | -56.3% | +34.0% | -22.0% |
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