+19.8%
GME vs SSNC
+46.7%
-26.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +6.0% | -6.7% | +12.8% | +8.7% |
| 30D | +8.3% | -0.8% | +9.1% | +8.5% |
| 3M | -9.1% | +16.1% | -25.1% | -14.8% |
| 6M | -16.3% | +7.9% | -24.3% | -19.3% |
| YTD | +1.5% | -8.7% | +10.2% | +5.7% |
| 1Y | -16.3% | -9.5% | -6.8% | -12.6% |
| All | +19.8% | +46.7% | -26.9% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling