-57.2%
GME vs SM
+108.0%
-165.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +6.0% | +2.1% | +3.9% | +5.4% |
| 30D | +8.3% | +18.1% | -9.8% | +3.7% |
| 3M | -9.1% | +17.0% | -26.0% | -13.6% |
| 6M | -16.3% | +55.4% | -71.8% | -27.9% |
| YTD | +1.5% | +108.6% | -107.0% | -20.4% |
| 1Y | -16.3% | +45.7% | -62.0% | -27.6% |
| 3Y | +15.1% | -0.3% | +15.5% | +6.8% |
| 5Y | -57.2% | +113.0% | -170.2% | -70.2% |
| All | -57.2% | +108.0% | -165.2% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling