+2,692.2%
MSFT vs GME
+1,495.6%
+1,196.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -1.3% | +2.9% | -4.2% | -1.4% |
| 30D | -1.8% | -4.8% | +3.0% | -1.6% |
| 3M | +5.6% | +39.2% | -33.6% | +3.6% |
| 6M | +29.8% | +17.1% | +12.7% | +28.4% |
| YTD | +9.0% | +28.7% | -19.7% | +7.1% |
| 1Y | +4.9% | +23.3% | -18.4% | +3.4% |
| 3Y | +46.2% | +112.9% | -66.7% | +29.2% |
| 5Y | +62.1% | -48.8% | +110.9% | +50.5% |
| 10Y | +899.6% | +478.2% | +421.5% | +351.8% |
| All | +2,692.2% | +1,495.6% | +1,196.6% | +782.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling