-5.1%
SAP vs GME
+21.5%
-26.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +0.6% | +2.9% | -2.3% | +0.3% |
| 30D | +6.5% | -4.8% | +11.3% | +7.2% |
| 3M | +12.2% | +39.2% | -27.0% | +5.9% |
| 6M | +46.1% | +17.1% | +29.0% | +41.8% |
| YTD | -1.6% | +28.7% | -30.4% | -4.5% |
| 1Y | -5.1% | +23.3% | -28.4% | -8.5% |
| All | -5.1% | +21.5% | -26.6% | -8.5% |
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