+3,772.8%
SHOP vs GME
+470.0%
+3,302.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.7% |
| 7D | +2.1% | +6.0% | -3.9% | +1.8% |
| 30D | -16.8% | -5.9% | -11.0% | -16.6% |
| 3M | -2.4% | +38.2% | -40.6% | -4.0% |
| 6M | +47.0% | +14.5% | +32.5% | +46.0% |
| YTD | -8.8% | +27.6% | -36.4% | -10.0% |
| 1Y | -6.3% | +19.9% | -26.2% | -7.3% |
| 3Y | +139.3% | +104.3% | +35.0% | +119.4% |
| 5Y | -12.1% | -49.3% | +37.2% | -17.2% |
| All | +3,772.8% | +470.0% | +3,302.9% | +2,685.0% |
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 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