+1,371.2%
MU vs GME
+0.2%
+1,371.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.1% |
| 7D | +9.0% | +7.2% | +1.8% | +8.6% |
| 30D | +13.8% | +0.8% | +13.0% | +13.8% |
| 3M | +2.1% | -14.0% | +16.0% | +2.8% |
| 6M | +153.8% | -19.7% | +173.5% | +156.3% |
| YTD | +256.4% | -4.6% | +261.0% | +256.4% |
| 1Y | +719.8% | -14.3% | +734.1% | +724.3% |
| All | +1,371.2% | +0.2% | +1,371.1% | +1,282.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling