-45.5%
MUZ vs GME
+14.9%
-60.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.9% | -14.7% | -12.8% |
| 7D | +14.0% | +5.8% | +8.2% | +12.8% |
| 30D | +57.6% | -3.7% | +61.2% | +56.8% |
| 3M | -3.1% | +33.6% | -36.6% | -12.4% |
| All | -45.5% | +14.9% | -60.4% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling