+290.5%
GME vs SNY
+64.5%
+226.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +10.4% | -3.3% | +13.7% | +10.9% |
| 30D | +14.1% | -2.2% | +16.2% | +14.4% |
| 3M | -4.6% | -3.0% | -1.6% | -4.3% |
| 6M | -13.5% | +2.7% | -16.3% | -14.0% |
| YTD | +5.3% | -6.8% | +12.2% | +6.2% |
| 1Y | -14.9% | -5.3% | -9.6% | -14.5% |
| 3Y | +24.3% | -9.8% | +34.0% | +24.1% |
| 5Y | -55.6% | +9.7% | -65.2% | -57.3% |
| All | +290.5% | +64.5% | +226.0% | +254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling