+853.3%
SAP vs GME
+1,450.5%
-597.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.1% | -4.4% |
| 7D | -0.7% | +3.7% | -4.3% | -0.9% |
| 30D | +11.1% | +2.2% | +8.9% | +10.9% |
| 3M | +17.0% | +30.6% | -13.6% | +15.0% |
| 6M | +34.8% | -0.2% | +35.0% | +34.5% |
| YTD | -2.2% | +25.1% | -27.3% | -3.8% |
| 1Y | -6.4% | +17.7% | -24.1% | -7.7% |
| 3Y | +75.1% | +85.7% | -10.5% | +54.5% |
| 5Y | +69.8% | -52.9% | +122.7% | +57.1% |
| 10Y | +219.8% | +504.9% | -285.1% | +31.1% |
| All | +853.3% | +1,450.5% | -597.2% | +163.3% |
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