-21.6%
SAP vs GME
-13.9%
-7.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -1.9% |
| 7D | -0.3% | +4.8% | -5.1% | -1.0% |
| 30D | +0.3% | +5.9% | -5.6% | -0.7% |
| 3M | +16.9% | -10.7% | +27.6% | +18.8% |
| 6M | +6.3% | -19.8% | +26.1% | +9.8% |
| YTD | -12.4% | -0.9% | -11.5% | -11.3% |
| 1Y | -21.6% | -15.7% | -5.9% | -20.2% |
| All | -21.6% | -13.9% | -7.7% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling