+290.5%
GME vs SPXU
-99.6%
+390.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +2.8% |
| 7D | +10.4% | +2.5% | +7.9% | +11.4% |
| 30D | +14.1% | +4.2% | +9.9% | +15.9% |
| 3M | -4.6% | -9.3% | +4.6% | -7.7% |
| 6M | -13.5% | -30.7% | +17.2% | -23.4% |
| YTD | +5.3% | -28.1% | +33.5% | -4.9% |
| 1Y | -14.9% | -35.2% | +20.4% | -25.4% |
| 3Y | +24.3% | -79.9% | +104.2% | -20.8% |
| 5Y | -55.6% | -86.4% | +30.8% | -69.6% |
| All | +290.5% | -99.6% | +390.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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