-62.0%
GME vs SFM
+219.5%
-281.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.2% |
| 7D | +0.4% | -5.8% | +6.2% | +1.5% |
| 30D | -1.4% | -11.4% | +9.9% | +0.7% |
| 3M | -15.1% | -12.2% | -2.9% | -13.5% |
| 6M | -22.5% | -5.2% | -17.3% | -22.7% |
| YTD | -5.9% | -4.5% | -1.5% | -6.7% |
| 1Y | -18.6% | -45.4% | +26.7% | -9.0% |
| 3Y | +6.7% | +91.1% | -84.4% | -19.0% |
| 5Y | -62.0% | +226.8% | -288.8% | -76.4% |
| All | -62.0% | +219.5% | -281.5% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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