+145.8%
SITM vs GME
-11.9%
+157.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.8% | +5.1% |
| 7D | +3.9% | +10.4% | -6.5% | +2.8% |
| 30D | -6.6% | +14.1% | -20.7% | -7.9% |
| 3M | -11.9% | -4.6% | -7.2% | -12.2% |
| 6M | +81.1% | -13.5% | +94.7% | +78.4% |
| YTD | +80.0% | +5.3% | +74.6% | +67.8% |
| 1Y | +145.8% | -14.9% | +160.7% | +144.2% |
| All | +145.8% | -11.9% | +157.7% | +144.2% |
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 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