+854.5%
SAP vs GME
+1,469.6%
-615.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | +1.5% | +4.8% | -3.3% | +1.2% |
| 30D | +8.8% | -4.3% | +13.1% | +9.1% |
| 3M | +12.1% | +35.3% | -23.3% | +9.9% |
| 6M | +34.6% | +4.7% | +29.8% | +33.9% |
| YTD | -2.1% | +26.6% | -28.7% | -3.8% |
| 1Y | -5.5% | +18.3% | -23.9% | -6.8% |
| 3Y | +67.4% | +102.8% | -35.3% | +46.9% |
| 5Y | +74.6% | -48.9% | +123.5% | +60.6% |
| 10Y | +224.0% | +480.5% | -256.4% | +34.3% |
| All | +854.5% | +1,469.6% | -615.1% | +163.5% |
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 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