+56.8%
SAP vs GME
-62.6%
+119.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | +2.6% | -1.4% | +4.0% | +2.6% |
| 3M | +16.3% | -15.1% | +31.4% | +17.0% |
| 6M | +6.4% | -22.5% | +28.9% | +7.4% |
| YTD | -11.4% | -5.9% | -5.5% | -11.2% |
| 1Y | -20.4% | -18.6% | -1.8% | -19.8% |
| 3Y | +56.5% | +6.7% | +49.8% | +44.5% |
| 5Y | +56.8% | -62.0% | +118.8% | +45.6% |
| All | +56.8% | -62.6% | +119.4% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling