-58.4%
GME vs SNY
+9.4%
-67.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +10.4% | -3.3% | +13.7% | +11.1% |
| 30D | +14.1% | -2.2% | +16.2% | +14.5% |
| 3M | -4.6% | -3.0% | -1.6% | -4.2% |
| 6M | -13.5% | +2.7% | -16.3% | -14.2% |
| YTD | +5.3% | -6.8% | +12.2% | +6.5% |
| 1Y | -14.9% | -5.3% | -9.6% | -14.4% |
| 3Y | +24.3% | -9.8% | +34.0% | +23.7% |
| All | -58.4% | +9.4% | -67.9% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling