+58.7%
SO vs GME
-62.6%
+121.3%
-23.3%
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% | +1.0% |
| 7D | +1.0% | +0.4% | +0.6% | +1.0% |
| 30D | -3.2% | -1.4% | -1.8% | -3.2% |
| 3M | -1.7% | -15.1% | +13.4% | -1.6% |
| 6M | -7.2% | -22.5% | +15.3% | -7.1% |
| YTD | +4.6% | -5.9% | +10.5% | +4.6% |
| 1Y | +1.2% | -18.6% | +19.9% | +1.3% |
| 3Y | +45.3% | +6.7% | +38.6% | +42.7% |
| 5Y | +58.7% | -62.0% | +120.7% | +56.9% |
| All | +58.7% | -62.6% | +121.3% | +56.9% |
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