-74.4%
GMEU vs SPY
+43.2%
-117.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.9% |
| 7D | +11.5% | -2.0% | +13.4% | +14.4% |
| 30D | +13.6% | -1.7% | +15.3% | +16.1% |
| 3M | -26.7% | +4.7% | -31.4% | -32.6% |
| 6M | -45.1% | +12.5% | -57.6% | -55.6% |
| YTD | -26.3% | +11.7% | -38.0% | -39.5% |
| 1Y | -56.3% | +17.5% | -73.8% | -67.0% |
| All | -74.4% | +43.2% | -117.6% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling