+8,434.7%
SHOP vs GME
+153.8%
+8,280.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -5.1% | +7.2% | -12.3% | -5.5% |
| 30D | +0.6% | +0.8% | -0.2% | +0.5% |
| 3M | +25.0% | -14.0% | +39.0% | +26.0% |
| 6M | +11.9% | -19.7% | +31.6% | +13.1% |
| YTD | -9.9% | -4.6% | -5.3% | -9.8% |
| 1Y | 0.0% | -14.3% | +14.3% | +0.6% |
| 3Y | +117.5% | +4.0% | +113.5% | +105.1% |
| 5Y | -6.6% | -62.2% | +55.6% | -10.8% |
| 10Y | +3,320.3% | +241.4% | +3,079.0% | +2,417.1% |
| All | +8,434.7% | +153.8% | +8,280.9% | +6,490.8% |
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