+568.6%
SE vs GME
+361.3%
+207.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.3% | -9.4% | -4.4% |
| 7D | -3.6% | +4.8% | -8.5% | -3.9% |
| 30D | -5.3% | +5.9% | -11.2% | -5.6% |
| 3M | +28.1% | -10.7% | +38.8% | +28.7% |
| 6M | +20.7% | -19.8% | +40.5% | +21.8% |
| YTD | -14.8% | -0.9% | -13.8% | -14.9% |
| 1Y | -43.6% | -15.7% | -27.9% | -43.3% |
| 3Y | +184.2% | +12.3% | +171.9% | +163.4% |
| 5Y | -66.3% | -60.1% | -6.2% | -68.2% |
| All | +568.6% | +361.3% | +207.2% | +347.5% |
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 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