-5.0%
MRSH vs GME
+18.5%
-23.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.2% |
| 7D | -4.8% | +10.4% | -15.1% | -4.6% |
| 30D | -6.3% | +14.1% | -20.4% | -6.2% |
| 3M | +5.8% | -4.6% | +10.4% | +5.8% |
| 6M | +2.8% | -13.5% | +16.3% | +2.7% |
| YTD | -3.1% | +5.3% | -8.4% | -3.0% |
| 1Y | -11.3% | -14.9% | +3.6% | -11.3% |
| 3Y | -5.0% | +24.3% | -29.2% | -0.1% |
| All | -5.0% | +18.5% | -23.5% | -0.1% |
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