+6,169.9%
MU vs GME
+255.4%
+5,914.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.3% | -2.5% | +2.5% |
| 7D | +7.5% | +4.8% | +2.6% | +7.3% |
| 30D | +19.4% | +5.9% | +13.5% | +19.1% |
| 3M | +9.8% | -10.7% | +20.6% | +10.3% |
| 6M | +164.1% | -19.8% | +183.9% | +166.4% |
| YTD | +260.3% | -0.9% | +261.3% | +259.8% |
| 1Y | +661.2% | -15.7% | +676.9% | +665.2% |
| 3Y | +1,380.8% | +12.3% | +1,368.5% | +1,298.5% |
| 5Y | +1,346.4% | -60.1% | +1,406.4% | +1,286.3% |
| 10Y | +6,169.9% | +265.3% | +5,904.6% | +3,219.7% |
| All | +6,169.9% | +255.4% | +5,914.6% | +3,219.7% |
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