+987.0%
SO vs GME
+1,481.4%
-494.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | -0.9% | +6.0% | -6.9% | -1.0% |
| 30D | +4.9% | -5.9% | +10.8% | +5.0% |
| 3M | +0.8% | +38.2% | -37.4% | +0.2% |
| 6M | +0.6% | +14.5% | -14.0% | +0.3% |
| YTD | +8.7% | +27.6% | -18.9% | +8.1% |
| 1Y | +4.0% | +19.9% | -16.0% | +3.5% |
| 3Y | +50.6% | +104.3% | -53.7% | +44.7% |
| 5Y | +77.5% | -49.3% | +126.8% | +73.0% |
| 10Y | +192.0% | +473.0% | -281.1% | +112.4% |
| All | +987.0% | +1,481.4% | -494.4% | +601.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling