+196.3%
SE vs GME
+4.1%
+192.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | -0.1% | -1.4% | +1.3% | 0.0% |
| 3M | +34.1% | -15.1% | +49.3% | +34.8% |
| 6M | +23.2% | -22.5% | +45.7% | +24.2% |
| YTD | -11.2% | -5.9% | -5.2% | -11.0% |
| 1Y | -40.5% | -18.6% | -21.9% | -40.2% |
| 3Y | +196.3% | +6.7% | +189.6% | +228.4% |
| All | +196.3% | +4.1% | +192.2% | +228.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling