+2,941.1%
SHOP vs GME
+271.8%
+2,669.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.3% |
| 7D | -13.2% | +6.0% | -19.2% | -13.5% |
| 30D | -17.0% | +8.3% | -25.4% | -17.4% |
| 3M | +17.0% | -9.1% | +26.1% | +17.5% |
| 6M | -2.1% | -16.3% | +14.2% | -1.4% |
| YTD | -21.4% | +1.5% | -22.9% | -21.5% |
| 1Y | -11.0% | -16.3% | +5.4% | -10.4% |
| 3Y | +100.9% | +15.1% | +85.8% | +89.3% |
| 5Y | -14.7% | -57.2% | +42.5% | -18.7% |
| All | +2,941.1% | +271.8% | +2,669.3% | +2,326.7% |
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 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