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  • GME vs SIRI✓SelectedUSD · SIRIGME vs SIRI performance historyLatest closeAs of+2.51%09/10
Stock and ETF performance explorer

GME vs SIRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,105.3%
SIRI return
-46.8%
Excess return
+1,152.1%
Maximum drawdown
-93.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-10.

Portfolio and benchmark returns by period
PeriodPortfolioSIRIExcessAlpha
1D+2.5%+1.2%+1.3%+2.4%
7D+6.0%-3.0%+9.0%+6.4%
30D+8.3%+1.3%+7.0%+8.1%
3M-9.1%+5.6%-14.7%-9.8%
6M-16.3%+35.2%-51.5%-19.5%
YTD+1.5%+49.1%-47.5%-3.6%
1Y-16.3%+26.8%-43.1%-19.2%
3Y+15.1%-23.7%+38.8%+16.1%
5Y-57.2%-41.8%-15.3%-56.0%
10Y+274.5%-11.3%+285.8%+282.1%
All+1,105.3%-46.8%+1,152.1%+996.3%

Cumulative growth

Daily Returns

Daily percentage return beside SIRI.

Daily Out/Under-Performance

Portfolio return minus SIRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SIRI 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded SIRI 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…

1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling