+1,315.7%
MU vs GME
-62.8%
+1,378.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.1% |
| 7D | +9.0% | +7.2% | +1.8% | +8.3% |
| 30D | +13.8% | +0.8% | +13.0% | +13.7% |
| 3M | +2.1% | -14.0% | +16.0% | +3.4% |
| 6M | +153.8% | -19.7% | +173.5% | +158.2% |
| YTD | +256.4% | -4.6% | +261.0% | +256.4% |
| 1Y | +719.8% | -14.3% | +734.1% | +727.6% |
| 3Y | +1,360.4% | +4.0% | +1,356.3% | +1,142.6% |
| All | +1,315.7% | -62.8% | +1,378.5% | +1,165.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling