+9.0%
MSFT vs GME
+15.0%
-6.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.1% | +6.3% |
| 7D | +4.7% | +7.8% | -3.1% | +3.9% |
| 30D | +5.8% | -0.4% | +6.2% | +5.9% |
| 3M | +13.0% | +30.9% | -17.9% | +9.5% |
| 6M | +34.9% | +5.5% | +29.5% | +34.5% |
| YTD | +15.7% | +25.2% | -9.5% | +12.2% |
| 1Y | +9.0% | +14.4% | -5.4% | +7.3% |
| All | +9.0% | +15.0% | -6.0% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling