+115.3%
GME vs SFM
+132.6%
-17.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -1.1% |
| 7D | +7.2% | -0.1% | +7.3% | +7.2% |
| 30D | +0.8% | -4.4% | +5.2% | +1.7% |
| 3M | -14.0% | +1.5% | -15.5% | -15.1% |
| 6M | -19.7% | +6.5% | -26.2% | -22.6% |
| YTD | -4.6% | +2.2% | -6.8% | -7.4% |
| 1Y | -14.3% | -41.9% | +27.5% | -3.5% |
| 3Y | +4.0% | +106.8% | -102.7% | -24.1% |
| 5Y | -62.2% | +231.6% | -293.8% | -77.3% |
| 10Y | +241.4% | +258.4% | -17.1% | +94.4% |
| All | +115.3% | +132.6% | -17.3% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling