-18.4%
GME vs SPY
+17.9%
-36.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.6% |
| 7D | +4.8% | -0.4% | +5.2% | +5.1% |
| 30D | +5.9% | -1.4% | +7.2% | +6.8% |
| 3M | -10.7% | +3.7% | -14.4% | -13.4% |
| 6M | -19.8% | +13.0% | -32.8% | -28.6% |
| YTD | -0.9% | +12.4% | -13.3% | -11.4% |
| All | -18.4% | +17.9% | -36.3% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling