+44.4%
SITM vs GME
+15.0%
+29.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.6% | -12.9% | -9.3% |
| 7D | -19.5% | +7.8% | -27.3% | -19.5% |
| 30D | -43.2% | -0.4% | -42.8% | -43.0% |
| 3M | -30.8% | +30.9% | -61.7% | -31.4% |
| 6M | -28.6% | +5.5% | -34.0% | -30.3% |
| YTD | +14.2% | +25.2% | -11.0% | +9.4% |
| 1Y | +44.4% | +14.4% | +30.0% | +38.4% |
| All | +44.4% | +15.0% | +29.4% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling