-3.6%
SMR vs GME
-37.3%
+33.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.4% | +7.2% | -2.8% | +3.1% |
| 30D | +3.4% | +0.8% | +2.6% | +3.4% |
| 3M | -19.2% | -14.0% | -5.2% | -17.2% |
| 6M | -22.6% | -19.7% | -2.9% | -19.9% |
| YTD | -31.5% | -4.6% | -27.0% | -31.3% |
| 1Y | -73.1% | -14.3% | -58.7% | -72.5% |
| 3Y | +55.0% | +4.0% | +50.9% | +37.8% |
| All | -3.6% | -37.3% | +33.7% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling