+2,806.0%
MSCI vs GME
+177.8%
+2,628.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -1.9% | +1.6% | -3.5% | -2.0% |
| 30D | +16.5% | -6.2% | +22.6% | +16.8% |
| 3M | +18.2% | +35.8% | -17.6% | +16.4% |
| 6M | +14.0% | +10.3% | +3.7% | +13.3% |
| YTD | +16.6% | +27.2% | -10.6% | +15.0% |
| 1Y | +14.8% | +19.1% | -4.3% | +13.6% |
| 3Y | +33.3% | +103.7% | -70.5% | +20.5% |
| 5Y | +9.1% | -50.0% | +59.0% | +2.6% |
| 10Y | +820.4% | +471.4% | +348.9% | +331.6% |
| All | +2,806.0% | +177.8% | +2,628.2% | +1,233.4% |
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