+589.4%
SE vs GME
+344.4%
+244.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -6.1% | +7.2% | -13.3% | -6.4% |
| 30D | -2.5% | +0.8% | -3.2% | -2.5% |
| 3M | +21.7% | -14.0% | +35.7% | +22.6% |
| 6M | +27.0% | -19.7% | +46.7% | +28.3% |
| YTD | -12.1% | -4.6% | -7.6% | -12.1% |
| 1Y | -40.9% | -14.3% | -26.6% | -40.6% |
| 3Y | +191.0% | +4.0% | +187.0% | +170.7% |
| 5Y | -68.3% | -62.2% | -6.1% | -70.0% |
| All | +589.4% | +344.4% | +244.9% | +362.4% |
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 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