+1,872.3%
SGI vs GME
+1,438.2%
+434.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +8.5% | +7.2% | +1.3% | +7.8% |
| 30D | +0.7% | +0.8% | -0.1% | +0.6% |
| 3M | +0.6% | -14.0% | +14.6% | +1.9% |
| 6M | -17.9% | -19.7% | +1.8% | -16.4% |
| YTD | -21.2% | -4.6% | -16.6% | -21.1% |
| 1Y | -18.9% | -14.3% | -4.5% | -18.1% |
| 3Y | +52.6% | +4.0% | +48.6% | +33.4% |
| 5Y | +60.7% | -62.2% | +122.9% | +46.6% |
| 10Y | +278.1% | +241.4% | +36.7% | -0.7% |
| All | +1,872.3% | +1,438.2% | +434.1% | +258.7% |
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