+174.0%
SITM vs GME
-58.9%
+232.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.6% |
| 7D | +4.8% | +6.0% | -1.2% | +3.6% |
| 30D | -9.7% | +8.3% | -18.1% | -11.1% |
| 3M | -9.3% | -9.1% | -0.3% | -8.0% |
| 6M | +69.5% | -16.3% | +85.8% | +73.8% |
| YTD | +70.5% | +1.5% | +69.0% | +68.0% |
| 1Y | +145.3% | -16.3% | +161.6% | +150.5% |
| 3Y | +432.8% | +15.1% | +417.7% | +280.1% |
| 5Y | +174.0% | -57.2% | +231.2% | +101.9% |
| All | +174.0% | -58.9% | +232.9% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling