+1,122.9%
SCHG vs GME
+469.3%
+653.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.9% | +0.7% |
| 7D | -1.0% | +10.4% | -11.4% | -1.4% |
| 30D | -1.3% | +14.1% | -15.3% | -1.8% |
| 3M | +5.4% | -4.6% | +10.1% | +5.6% |
| 6M | +14.4% | -13.5% | +27.9% | +14.9% |
| YTD | +8.0% | +5.3% | +2.7% | +7.6% |
| 1Y | +12.7% | -14.9% | +27.6% | +13.2% |
| 3Y | +85.6% | +24.3% | +61.3% | +75.4% |
| 5Y | +85.5% | -55.6% | +141.1% | +77.9% |
| 10Y | +456.0% | +288.5% | +167.6% | +248.9% |
| All | +1,122.9% | +469.3% | +653.6% | +535.6% |
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