-100.0%
GAME vs SPY
+206.3%
-306.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +6.1% |
| 7D | +24.7% | -0.8% | +25.5% | +24.7% |
| 30D | +12.2% | -1.1% | +13.3% | +12.2% |
| 3M | +2.9% | +3.9% | -1.0% | +2.9% |
| 6M | +51.3% | +13.6% | +37.7% | +51.8% |
| YTD | +19.5% | +12.7% | +6.8% | +19.7% |
| 1Y | -37.0% | +17.5% | -54.5% | -36.6% |
| 3Y | -82.0% | +76.9% | -158.9% | -80.1% |
| 5Y | -98.1% | +83.6% | -181.7% | -98.1% |
| All | -100.0% | +206.3% | -306.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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