+290.5%
GME vs SSNC
+173.6%
+116.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.1% |
| 7D | +10.4% | -4.0% | +14.4% | +12.2% |
| 30D | +14.1% | +0.5% | +13.6% | +13.7% |
| 3M | -4.6% | +18.9% | -23.6% | -11.8% |
| 6M | -13.5% | +10.8% | -24.4% | -17.9% |
| YTD | +5.3% | -7.1% | +12.5% | +7.3% |
| 1Y | -14.9% | -9.6% | -5.3% | -12.6% |
| 3Y | +24.3% | +51.1% | -26.8% | +2.0% |
| 5Y | -55.6% | +19.7% | -75.2% | -60.3% |
| All | +290.5% | +173.6% | +116.9% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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