-50.0%
GME vs SFM
+111.2%
-161.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.1% |
| 7D | +1.6% | -7.1% | +8.7% | +2.8% |
| 30D | -6.2% | -21.4% | +15.2% | -3.1% |
| 3M | +35.8% | -40.1% | +75.9% | +47.1% |
| 6M | +10.3% | -38.0% | +48.3% | +18.0% |
| YTD | +27.2% | -36.5% | +63.8% | +34.4% |
| 1Y | +19.1% | -35.2% | +54.3% | +25.2% |
| 3Y | +103.7% | +23.5% | +80.3% | +65.4% |
| 5Y | -50.0% | +109.7% | -159.7% | -71.6% |
| All | -50.0% | +111.2% | -161.2% | -71.6% |
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