+3.3%
MSFT vs GME
+19.3%
-16.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.3% |
| 7D | -6.2% | +1.6% | -7.9% | -6.4% |
| 30D | -3.7% | -6.2% | +2.5% | -3.1% |
| 3M | +3.6% | +35.8% | -32.1% | +0.1% |
| 6M | +26.8% | +10.3% | +16.5% | +25.8% |
| YTD | +8.4% | +27.2% | -18.8% | +5.4% |
| 1Y | +3.3% | +19.1% | -15.8% | +0.6% |
| All | +3.3% | +19.3% | -16.0% | +0.6% |
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