+7.5%
SMR vs GME
-34.9%
+42.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.3% | -8.6% | -4.2% |
| 7D | +13.1% | +4.8% | +8.2% | +12.0% |
| 30D | +17.8% | +5.9% | +11.9% | +16.6% |
| 3M | +8.1% | -10.7% | +18.8% | +9.9% |
| 6M | -11.1% | -19.8% | +8.7% | -8.0% |
| YTD | -23.7% | -0.9% | -22.8% | -24.1% |
| 1Y | -69.4% | -15.7% | -53.7% | -68.7% |
| 3Y | +82.6% | +12.3% | +70.3% | +60.6% |
| All | +7.5% | -34.9% | +42.3% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling