+101.7%
SMR vs GME
+106.8%
-5.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.5% |
| 7D | -8.3% | +2.9% | -11.2% | -8.8% |
| 30D | -20.1% | -4.8% | -15.3% | -19.2% |
| 3M | -52.7% | +39.2% | -91.9% | -55.7% |
| 6M | -61.0% | +17.1% | -78.1% | -62.5% |
| YTD | -67.1% | +28.7% | -95.8% | -68.9% |
| 1Y | -79.9% | +23.3% | -103.2% | -80.8% |
| 3Y | +101.7% | +112.9% | -11.2% | +66.3% |
| All | +101.7% | +106.8% | -5.1% | +66.3% |
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