-77.1%
SE vs GME
-53.9%
-23.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.1% | +2.7% |
| 7D | +3.3% | +5.8% | -2.5% | +2.5% |
| 30D | -18.2% | -3.7% | -14.5% | -17.7% |
| 3M | -31.3% | +33.6% | -64.8% | -34.3% |
| 6M | -10.1% | +5.4% | -15.5% | -11.2% |
| YTD | -38.9% | +27.4% | -66.3% | -41.5% |
| 1Y | -48.0% | +19.0% | -67.0% | -49.8% |
| 3Y | +78.8% | +101.5% | -22.7% | +7.1% |
| 5Y | -77.1% | -50.5% | -26.7% | -83.3% |
| All | -77.1% | -53.9% | -23.2% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling