+1,032.6%
GME vs SM
+325.1%
+707.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.2% |
| 7D | +7.2% | +0.1% | +7.1% | +7.2% |
| 30D | +0.8% | +26.3% | -25.5% | -4.2% |
| 3M | -14.0% | +8.7% | -22.6% | -16.3% |
| 6M | -19.7% | +51.7% | -71.4% | -28.0% |
| YTD | -4.6% | +99.0% | -103.6% | -19.6% |
| 1Y | -14.3% | +34.6% | -48.9% | -22.1% |
| 3Y | +4.0% | -7.8% | +11.8% | -0.8% |
| 5Y | -62.2% | +104.8% | -167.0% | -70.4% |
| 10Y | +241.4% | +7.2% | +234.1% | +101.3% |
| All | +1,032.6% | +325.1% | +707.5% | +214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling