+4,789.7%
SITM vs GME
+1,427.1%
+3,362.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.8% | +5.2% |
| 7D | +3.9% | +10.4% | -6.5% | +3.0% |
| 30D | -6.6% | +14.1% | -20.7% | -7.6% |
| 3M | -11.9% | -4.6% | -7.2% | -11.6% |
| 6M | +81.1% | -13.5% | +94.7% | +82.7% |
| YTD | +80.0% | +5.3% | +74.6% | +78.5% |
| 1Y | +145.8% | -14.9% | +160.7% | +147.8% |
| 3Y | +475.9% | +24.3% | +451.6% | +423.5% |
| 5Y | +189.2% | -55.6% | +244.8% | +171.5% |
| All | +4,789.7% | +1,427.1% | +3,362.6% | +2,293.2% |
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