-42.6%
SNAP vs GME
+19.4%
-62.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +2.6% | +6.0% | -3.4% | +0.3% |
| 30D | -19.6% | -5.9% | -13.7% | -17.7% |
| 3M | +0.4% | +38.2% | -37.8% | -10.5% |
| 6M | -5.9% | +14.5% | -20.5% | -10.6% |
| YTD | -35.3% | +27.6% | -62.9% | -38.6% |
| 1Y | -42.6% | +19.9% | -62.5% | -45.6% |
| All | -42.6% | +19.4% | -62.0% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling