+323.8%
SN vs GME
-14.1%
+337.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | -5.6% | -1.4% | -4.2% | -5.6% |
| 3M | +48.1% | -15.1% | +63.2% | +48.8% |
| 6M | +57.6% | -22.5% | +80.1% | +58.8% |
| YTD | +56.5% | -5.9% | +62.4% | +56.6% |
| 1Y | +52.6% | -18.6% | +71.2% | +53.3% |
| 3Y | +412.0% | +6.7% | +405.3% | +371.4% |
| All | +323.8% | -14.1% | +337.9% | +264.0% |
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