+423.6%
SN vs GME
+0.2%
+423.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -9.3% | +7.2% | -16.6% | -9.6% |
| 30D | -4.8% | +0.8% | -5.6% | -4.8% |
| 3M | +40.4% | -14.0% | +54.4% | +41.1% |
| 6M | +50.9% | -19.7% | +70.7% | +51.9% |
| YTD | +54.9% | -4.6% | +59.5% | +55.0% |
| 1Y | +43.0% | -14.3% | +57.4% | +43.5% |
| All | +423.6% | +0.2% | +423.4% | +377.5% |
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