+176.8%
MS vs GME
+104.4%
+72.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.6% |
| 7D | -1.7% | +1.6% | -3.4% | -1.8% |
| 30D | +0.9% | -6.2% | +7.1% | +1.1% |
| 3M | -10.8% | +35.8% | -46.6% | -11.9% |
| 6M | +0.9% | +10.3% | -9.4% | +0.4% |
| YTD | +9.8% | +27.2% | -17.4% | +8.7% |
| 1Y | +17.1% | +19.1% | -2.0% | +16.2% |
| All | +176.8% | +104.4% | +72.4% | +161.6% |
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