+179.0%
SAP vs GME
+255.4%
-76.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -1.3% |
| 7D | -0.3% | +4.8% | -5.1% | -0.4% |
| 30D | +0.3% | +5.9% | -5.6% | +0.1% |
| 3M | +16.9% | -10.7% | +27.6% | +17.2% |
| 6M | +6.3% | -19.8% | +26.1% | +6.9% |
| YTD | -12.4% | -0.9% | -11.5% | -12.4% |
| 1Y | -21.6% | -15.7% | -5.9% | -21.4% |
| 3Y | +54.8% | +12.3% | +42.5% | +48.7% |
| 5Y | +56.2% | -60.1% | +116.2% | +51.4% |
| 10Y | +179.0% | +265.3% | -86.3% | +91.2% |
| All | +179.0% | +255.4% | -76.3% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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