+448.1%
SN vs GME
+15.6%
+432.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +7.6% | +4.8% | +2.8% | +7.4% |
| 30D | +22.4% | -4.3% | +26.7% | +22.6% |
| 3M | +21.7% | +35.3% | -13.7% | +20.5% |
| 6M | +102.8% | +4.7% | +98.1% | +102.4% |
| YTD | +102.4% | +26.6% | +75.8% | +100.6% |
| 1Y | +139.0% | +18.3% | +120.6% | +137.3% |
| 3Y | +440.4% | +102.8% | +337.6% | +441.5% |
| All | +448.1% | +15.6% | +432.5% | +366.3% |
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 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