+412.2%
GME vs SSNC
+1,037.0%
-624.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.1% |
| 7D | +0.4% | -1.8% | +2.2% | +1.0% |
| 30D | -1.4% | +1.9% | -3.3% | -2.1% |
| 3M | -15.1% | +18.4% | -33.5% | -20.3% |
| 6M | -22.5% | +7.0% | -29.4% | -24.9% |
| YTD | -5.9% | -6.9% | +1.0% | -4.6% |
| 1Y | -18.6% | -8.2% | -10.5% | -17.3% |
| 3Y | +6.7% | +50.5% | -43.9% | -8.7% |
| 5Y | -62.0% | +17.4% | -79.4% | -64.7% |
| 10Y | +239.5% | +164.9% | +74.5% | +133.4% |
| All | +412.2% | +1,037.0% | -624.8% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling