+2,417.1%
MSCI vs GME
+108.3%
+2,308.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +0.4% | +7.2% | -6.8% | +0.1% |
| 30D | +0.6% | +0.8% | -0.2% | +0.5% |
| 3M | -7.1% | -14.0% | +6.9% | -6.5% |
| 6M | +0.8% | -19.7% | +20.6% | +1.7% |
| YTD | +1.0% | -4.6% | +5.6% | +1.0% |
| 1Y | +4.3% | -14.3% | +18.7% | +4.8% |
| 3Y | +9.9% | +4.0% | +5.9% | +2.8% |
| 5Y | -6.8% | -62.2% | +55.4% | -11.1% |
| 10Y | +614.7% | +241.4% | +373.3% | +260.2% |
| All | +2,417.1% | +108.3% | +2,308.8% | +1,071.4% |
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