-60.1%
GME vs SPY
+81.0%
-141.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +6.0% |
| 7D | +4.8% | -0.4% | +5.2% | +5.4% |
| 30D | +5.9% | -1.4% | +7.2% | +7.9% |
| 3M | -10.7% | +3.7% | -14.4% | -16.1% |
| 6M | -19.8% | +13.0% | -32.8% | -33.9% |
| YTD | -0.9% | +12.4% | -13.3% | -17.8% |
| 1Y | -15.7% | +18.5% | -34.2% | -35.6% |
| 3Y | +12.3% | +77.6% | -65.3% | -57.9% |
| 5Y | -60.1% | +81.7% | -141.7% | -84.2% |
| All | -60.1% | +81.0% | -141.0% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling