-72.6%
GMEU vs SPY
+44.4%
-117.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.9% | +6.2% | +5.9% |
| 7D | +20.3% | -0.8% | +21.1% | +21.5% |
| 30D | +25.5% | -1.1% | +26.5% | +27.3% |
| 3M | -19.7% | +3.9% | -23.6% | -24.8% |
| 6M | -41.5% | +13.6% | -55.1% | -53.3% |
| YTD | -21.1% | +12.7% | -33.8% | -35.9% |
| 1Y | -54.7% | +17.5% | -72.2% | -65.7% |
| All | -72.6% | +44.4% | -117.0% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling