+70.8%
SAP vs GME
-52.7%
+123.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.1% | -4.3% |
| 7D | -0.7% | +3.7% | -4.3% | -0.8% |
| 30D | +11.1% | +2.2% | +8.9% | +11.0% |
| 3M | +17.0% | +30.6% | -13.6% | +15.6% |
| 6M | +34.8% | -0.2% | +35.0% | +34.6% |
| YTD | -2.2% | +25.1% | -27.3% | -3.3% |
| 1Y | -6.4% | +17.7% | -24.1% | -7.3% |
| 3Y | +75.1% | +85.7% | -10.5% | +57.2% |
| All | +70.8% | -52.7% | +123.5% | +53.9% |
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