+2,715.8%
MSCI vs GME
+173.1%
+2,542.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.5% |
| 7D | +2.8% | +3.7% | -0.8% | +2.7% |
| 30D | +15.4% | +2.2% | +13.2% | +15.3% |
| 3M | +13.4% | +30.6% | -17.2% | +11.9% |
| 6M | +10.9% | -0.2% | +11.1% | +10.7% |
| YTD | +13.0% | +25.1% | -12.1% | +11.5% |
| 1Y | +12.0% | +17.7% | -5.6% | +10.9% |
| 3Y | +34.1% | +85.7% | -51.6% | +21.8% |
| 5Y | +3.9% | -52.9% | +56.8% | -2.0% |
| 10Y | +802.0% | +504.9% | +297.1% | +315.0% |
| All | +2,715.8% | +173.1% | +2,542.7% | +1,193.1% |
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 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