+355.0%
SE vs GME
+492.6%
-137.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.1% | -3.7% |
| 7D | -7.7% | +1.6% | -9.4% | -7.8% |
| 30D | -22.8% | -6.2% | -16.7% | -22.6% |
| 3M | -43.7% | +35.8% | -79.5% | -44.7% |
| 6M | -12.8% | +10.3% | -23.1% | -13.4% |
| YTD | -42.0% | +27.2% | -69.2% | -42.9% |
| 1Y | -48.0% | +19.1% | -67.1% | -48.6% |
| 3Y | +62.7% | +103.7% | -41.1% | +45.9% |
| 5Y | -77.8% | -50.0% | -27.8% | -79.3% |
| All | +355.0% | +492.6% | -137.6% | +200.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling