+894.4%
MSFT vs GME
+484.8%
+409.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.3% |
| 7D | -6.2% | +1.6% | -7.9% | -6.3% |
| 30D | -3.7% | -6.2% | +2.5% | -3.5% |
| 3M | +3.6% | +35.8% | -32.1% | +2.8% |
| 6M | +26.8% | +10.3% | +16.5% | +26.4% |
| YTD | +8.4% | +27.2% | -18.8% | +7.6% |
| 1Y | +3.3% | +19.1% | -15.8% | +2.7% |
| 3Y | +44.3% | +103.7% | -59.5% | +36.9% |
| 5Y | +63.3% | -50.0% | +113.3% | +57.9% |
| 10Y | +894.4% | +471.4% | +422.9% | +588.3% |
| All | +894.4% | +484.8% | +409.6% | +588.3% |
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 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