+304.8%
SGI vs GME
+475.1%
-170.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -5.3% | +2.9% | -8.2% | -5.4% |
| 30D | -2.1% | -4.8% | +2.7% | -1.8% |
| 3M | -8.2% | +39.2% | -47.4% | -9.6% |
| 6M | -4.6% | +17.1% | -21.6% | -5.4% |
| YTD | -31.5% | +28.7% | -60.2% | -32.4% |
| 1Y | -30.8% | +23.3% | -54.2% | -31.7% |
| 3Y | +67.2% | +112.9% | -45.7% | +52.1% |
| 5Y | +42.5% | -48.8% | +91.3% | +34.4% |
| All | +304.8% | +475.1% | -170.3% | +77.4% |
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