+2,554.0%
SBUX vs GME
+1,495.6%
+1,058.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | +1.6% | +2.9% | -1.3% | +1.4% |
| 30D | +14.8% | -4.8% | +19.6% | +15.1% |
| 3M | -0.8% | +39.2% | -40.0% | -2.8% |
| 6M | +2.2% | +17.1% | -14.8% | +1.1% |
| YTD | +29.5% | +28.7% | +0.7% | +27.1% |
| 1Y | +27.0% | +23.3% | +3.7% | +25.0% |
| 3Y | +10.9% | +112.9% | -102.0% | -2.7% |
| 5Y | +7.4% | -48.8% | +56.3% | -0.8% |
| 10Y | +146.3% | +478.2% | -331.9% | +0.1% |
| All | +2,554.0% | +1,495.6% | +1,058.5% | +672.8% |
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