+162.0%
SO vs GME
+255.4%
-93.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -0.7% |
| 7D | 0.0% | +4.8% | -4.8% | 0.0% |
| 30D | -2.5% | +5.9% | -8.3% | -2.5% |
| 3M | -4.2% | -10.7% | +6.6% | -4.1% |
| 6M | -7.7% | -19.8% | +12.1% | -7.6% |
| YTD | +3.8% | -0.9% | +4.7% | +3.8% |
| 1Y | +0.1% | -15.7% | +15.7% | +0.1% |
| 3Y | +44.2% | +12.3% | +31.9% | +43.2% |
| 5Y | +57.9% | -60.1% | +117.9% | +57.0% |
| 10Y | +162.0% | +265.3% | -103.3% | +126.0% |
| All | +162.0% | +255.4% | -93.4% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling