+4,407.5%
MU vs GME
+475.1%
+3,932.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.6% |
| 7D | +12.8% | +2.9% | +9.9% | +12.7% |
| 30D | -14.9% | -4.8% | -10.1% | -14.7% |
| 3M | -18.0% | +39.2% | -57.2% | -19.3% |
| 6M | -3.1% | +17.1% | -20.2% | -3.9% |
| YTD | +172.9% | +28.7% | +144.2% | +169.2% |
| 1Y | +228.8% | +23.3% | +205.5% | +224.9% |
| 3Y | +950.8% | +112.9% | +837.9% | +866.2% |
| 5Y | +931.3% | -48.8% | +980.1% | +877.4% |
| All | +4,407.5% | +475.1% | +3,932.4% | +2,122.9% |
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