+4,507.3%
SITM vs GME
+1,263.9%
+3,243.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | +8.4% | +0.4% | +7.9% | +8.3% |
| 30D | -17.4% | -1.4% | -16.0% | -17.3% |
| 3M | -9.8% | -15.1% | +5.3% | -8.7% |
| 6M | +83.0% | -22.5% | +105.5% | +86.2% |
| YTD | +69.6% | -5.9% | +75.5% | +69.7% |
| 1Y | +144.9% | -18.6% | +163.5% | +147.8% |
| 3Y | +429.9% | +6.7% | +423.2% | +387.5% |
| 5Y | +169.2% | -62.0% | +231.2% | +155.2% |
| All | +4,507.3% | +1,263.9% | +3,243.4% | +2,175.7% |
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