+110.5%
GME vs SM
-8.5%
+119.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -0.3% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | -6.2% | -17.3% | +11.2% | -4.0% |
| 3M | +35.8% | -3.6% | +39.3% | +34.9% |
| 6M | +10.3% | +2.9% | +7.4% | +7.6% |
| YTD | +27.2% | +70.2% | -43.0% | +8.5% |
| 1Y | +19.1% | +66.5% | -47.4% | +1.9% |
| All | +110.5% | -8.5% | +119.0% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling