-14.4%
SMR vs GME
-30.8%
+16.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.7% | -19.4% | -16.3% |
| 7D | -11.2% | +10.4% | -21.6% | -13.0% |
| 30D | -10.2% | +14.1% | -24.3% | -12.4% |
| 3M | -10.0% | -4.6% | -5.4% | -9.7% |
| 6M | -30.5% | -13.5% | -16.9% | -29.0% |
| YTD | -39.2% | +5.3% | -44.6% | -40.2% |
| 1Y | -75.5% | -14.9% | -60.6% | -75.0% |
| 3Y | +45.4% | +24.3% | +21.2% | +25.9% |
| All | -14.4% | -30.8% | +16.4% | -25.0% |
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