+77.3%
SO vs GME
-53.9%
+131.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +1.3% |
| 7D | -1.1% | +5.8% | -6.9% | -1.1% |
| 30D | +8.6% | -3.7% | +12.2% | +8.6% |
| 3M | +1.8% | +33.6% | -31.8% | +1.6% |
| 6M | +3.6% | +5.4% | -1.8% | +3.6% |
| YTD | +9.9% | +27.4% | -17.5% | +9.8% |
| 1Y | +5.7% | +19.0% | -13.3% | +5.6% |
| 3Y | +52.5% | +101.5% | -49.0% | +48.9% |
| 5Y | +77.3% | -50.5% | +127.8% | +76.9% |
| All | +77.3% | -53.9% | +131.2% | +76.9% |
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