+44.6%
SMCI vs GME
+18.5%
+26.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.7% | +3.5% | +6.9% |
| 7D | +1.3% | +10.4% | -9.1% | +0.4% |
| 30D | +6.6% | +14.1% | -7.5% | +5.3% |
| 3M | +25.4% | -4.6% | +30.1% | +25.7% |
| 6M | +26.1% | -13.5% | +39.7% | +27.7% |
| YTD | +37.0% | +5.3% | +31.7% | +36.4% |
| 1Y | -8.8% | -14.9% | +6.1% | -7.7% |
| 3Y | +44.6% | +24.3% | +20.3% | +35.4% |
| All | +44.6% | +18.5% | +26.1% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling