+1,817.6%
SMH vs GME
+285.6%
+1,532.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.3% | +1.3% |
| 7D | +0.3% | +10.4% | -10.1% | -0.1% |
| 30D | -2.8% | +14.1% | -16.9% | -3.3% |
| 3M | -6.7% | -4.6% | -2.1% | -6.6% |
| 6M | +41.8% | -13.5% | +55.3% | +42.4% |
| YTD | +57.9% | +5.3% | +52.5% | +57.3% |
| 1Y | +87.6% | -14.9% | +102.5% | +88.4% |
| 3Y | +282.9% | +24.3% | +258.7% | +263.4% |
| 5Y | +330.4% | -55.6% | +386.0% | +313.6% |
| All | +1,817.6% | +285.6% | +1,532.0% | +1,117.2% |
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