-18.8%
SNAP vs GME
+3.4%
-22.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -3.8% |
| 7D | -7.1% | +3.7% | -10.8% | -7.8% |
| 30D | -14.6% | +2.2% | -16.8% | -14.2% |
| 3M | -5.0% | +30.6% | -35.6% | -10.3% |
| 6M | -18.8% | -0.2% | -18.6% | -14.7% |
| All | -18.8% | +3.4% | -22.2% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling