+2,572.4%
MU vs GME
+1,082.6%
+1,489.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.1% |
| 7D | +9.0% | +7.2% | +1.8% | +8.2% |
| 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% | +158.3% |
| YTD | +256.4% | -4.6% | +261.0% | +256.4% |
| 1Y | +719.8% | -14.3% | +734.1% | +727.8% |
| 3Y | +1,360.4% | +4.0% | +1,356.3% | +1,178.6% |
| 5Y | +1,312.4% | -62.2% | +1,374.6% | +1,192.7% |
| 10Y | +6,142.6% | +241.4% | +5,901.2% | +1,655.9% |
| All | +2,572.4% | +1,082.6% | +1,489.8% | +300.4% |
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