+885.0%
MSFT vs GME
+255.4%
+629.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -0.6% |
| 7D | -1.0% | +4.8% | -5.9% | -1.2% |
| 30D | -2.7% | +5.9% | -8.5% | -2.8% |
| 3M | +22.1% | -10.7% | +32.8% | +22.4% |
| 6M | +20.6% | -19.8% | +40.4% | +21.2% |
| YTD | +2.3% | -0.9% | +3.3% | +2.2% |
| 1Y | -0.5% | -15.7% | +15.1% | -0.2% |
| 3Y | +50.5% | +12.3% | +38.2% | +45.2% |
| 5Y | +72.3% | -60.1% | +132.4% | +67.6% |
| 10Y | +885.0% | +265.3% | +619.7% | +599.7% |
| All | +885.0% | +255.4% | +629.6% | +599.7% |
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