-15.7%
GME vs SM
+46.0%
-61.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.3% |
| 7D | +4.8% | -0.2% | +5.1% | +4.9% |
| 30D | +5.9% | +20.3% | -14.4% | +5.5% |
| 3M | -10.7% | +22.9% | -33.6% | -10.8% |
| 6M | -19.8% | +47.8% | -67.6% | -21.4% |
| YTD | -0.9% | +107.5% | -108.4% | -7.7% |
| 1Y | -15.7% | +51.7% | -67.4% | -20.3% |
| All | -15.7% | +46.0% | -61.7% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling