+631.0%
MSCI vs GME
+255.4%
+375.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | +0.5% |
| 7D | -1.1% | +4.8% | -5.9% | -1.2% |
| 30D | -1.2% | +5.9% | -7.0% | -1.3% |
| 3M | -8.4% | -10.7% | +2.3% | -8.2% |
| 6M | -1.0% | -19.8% | +18.8% | -0.7% |
| YTD | -2.3% | -0.9% | -1.3% | -2.3% |
| 1Y | -1.2% | -15.7% | +14.5% | -1.0% |
| 3Y | +7.9% | +12.3% | -4.4% | +4.9% |
| 5Y | -10.1% | -60.1% | +50.0% | -12.2% |
| 10Y | +631.0% | +265.3% | +365.7% | +459.6% |
| All | +631.0% | +255.4% | +375.6% | +459.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling