-14.6%
SNPS vs GME
+4.1%
-18.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -5.5% | +0.4% | -5.9% | -5.5% |
| 30D | -5.8% | -1.4% | -4.4% | -5.7% |
| 3M | -17.2% | -15.1% | -2.1% | -16.8% |
| 6M | -10.4% | -22.5% | +12.1% | -9.8% |
| YTD | -16.5% | -5.9% | -10.6% | -16.4% |
| 1Y | -35.6% | -18.6% | -17.0% | -35.3% |
| 3Y | -14.6% | +6.7% | -21.3% | -14.4% |
| All | -14.6% | +4.1% | -18.7% | -14.4% |
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