+778.4%
SAP vs GME
+1,082.6%
-304.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.9% | +7.2% | -10.1% | -3.3% |
| 30D | +9.0% | +0.8% | +8.2% | +8.9% |
| 3M | +14.9% | -14.0% | +28.9% | +15.9% |
| 6M | +11.9% | -19.7% | +31.6% | +13.2% |
| YTD | -9.9% | -4.6% | -5.3% | -9.8% |
| 1Y | -19.5% | -14.3% | -5.2% | -19.0% |
| 3Y | +61.8% | +4.0% | +57.8% | +48.2% |
| 5Y | +56.2% | -62.2% | +118.4% | +46.4% |
| 10Y | +180.6% | +241.4% | -60.8% | +24.7% |
| All | +778.4% | +1,082.6% | -304.2% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling