+130.3%
MRK vs GME
-58.9%
+189.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -1.9% |
| 7D | -5.0% | +6.0% | -11.0% | -5.0% |
| 30D | +11.0% | +8.3% | +2.6% | +11.0% |
| 3M | +22.4% | -9.1% | +31.4% | +22.4% |
| 6M | +25.4% | -16.3% | +41.7% | +25.3% |
| YTD | +39.5% | +1.5% | +37.9% | +39.5% |
| 1Y | +78.0% | -16.3% | +94.3% | +77.9% |
| 3Y | +45.5% | +15.1% | +30.4% | +47.6% |
| 5Y | +130.3% | -57.2% | +187.4% | +132.3% |
| All | +130.3% | -58.9% | +189.2% | +132.3% |
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