+1,615.1%
SGI vs GME
+1,975.3%
-360.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -5.3% | +2.9% | -8.2% | -5.6% |
| 30D | -2.1% | -4.8% | +2.7% | -1.6% |
| 3M | -8.2% | +39.2% | -47.4% | -11.1% |
| 6M | -4.6% | +17.1% | -21.6% | -6.2% |
| YTD | -31.5% | +28.7% | -60.2% | -33.3% |
| 1Y | -30.8% | +23.3% | -54.2% | -32.5% |
| 3Y | +67.2% | +112.9% | -45.7% | +36.2% |
| 5Y | +42.5% | -48.8% | +91.3% | +26.5% |
| 10Y | +321.9% | +478.2% | -156.3% | -0.8% |
| All | +1,615.1% | +1,975.3% | -360.2% | +203.0% |
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