+190.4%
GME vs SFM
+48.8%
+141.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | +2.9% | +6.0% | -3.1% | +1.4% |
| 30D | -4.8% | -19.5% | +14.7% | -0.8% |
| 3M | +39.2% | -37.0% | +76.2% | +54.2% |
| 6M | +17.1% | -41.0% | +58.1% | +31.0% |
| YTD | +28.7% | -34.6% | +63.4% | +38.1% |
| 1Y | +23.3% | -36.3% | +59.6% | +33.3% |
| 3Y | +112.9% | +24.5% | +88.4% | +75.2% |
| 5Y | -48.8% | +115.9% | -164.7% | -66.2% |
| 10Y | +478.2% | +139.5% | +338.6% | +263.0% |
| All | +190.4% | +48.8% | +141.7% | +103.9% |
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