+634.5%
MRNA vs GME
+540.1%
+94.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.6% |
| 7D | -8.2% | +6.0% | -14.3% | -8.5% |
| 30D | +125.6% | +8.3% | +117.2% | +124.6% |
| 3M | +197.1% | -9.1% | +206.1% | +198.6% |
| 6M | +148.5% | -16.3% | +164.8% | +150.8% |
| YTD | +363.3% | +1.5% | +361.7% | +362.5% |
| 1Y | +462.0% | -16.3% | +478.3% | +466.7% |
| 3Y | +26.9% | +15.1% | +11.8% | +19.4% |
| 5Y | -69.6% | -57.2% | -12.4% | -70.9% |
| All | +634.5% | +540.1% | +94.4% | +629.9% |
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