+262.8%
SGI vs GME
+285.6%
-22.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.8% |
| 7D | -4.5% | +10.4% | -14.8% | -4.9% |
| 30D | +4.2% | +14.1% | -9.9% | +3.5% |
| 3M | -7.4% | -4.6% | -2.8% | -7.3% |
| 6M | -15.1% | -13.5% | -1.5% | -14.6% |
| YTD | -24.7% | +5.3% | -30.0% | -25.0% |
| 1Y | -21.8% | -14.9% | -6.9% | -21.4% |
| 3Y | +50.0% | +24.3% | +25.8% | +39.9% |
| 5Y | +48.9% | -55.6% | +104.5% | +41.5% |
| All | +262.8% | +285.6% | -22.9% | +64.4% |
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 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