+4.9%
MSFT vs GME
+21.5%
-16.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -1.3% | +2.9% | -4.2% | -1.6% |
| 30D | -1.8% | -4.8% | +3.0% | -1.4% |
| 3M | +5.6% | +39.2% | -33.6% | +1.8% |
| 6M | +29.8% | +17.1% | +12.7% | +27.4% |
| YTD | +9.0% | +28.7% | -19.7% | +6.0% |
| 1Y | +4.9% | +23.3% | -18.4% | +1.6% |
| All | +4.9% | +21.5% | -16.5% | +1.6% |
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