+935.7%
SO vs GME
+1,082.6%
-146.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -0.2% | +7.2% | -7.4% | -0.3% |
| 30D | -4.6% | +0.8% | -5.4% | -4.6% |
| 3M | -3.0% | -14.0% | +10.9% | -2.8% |
| 6M | -8.3% | -19.7% | +11.5% | -8.0% |
| YTD | +3.5% | -4.6% | +8.1% | +3.5% |
| 1Y | -0.9% | -14.3% | +13.4% | -0.8% |
| 3Y | +45.4% | +4.0% | +41.3% | +41.5% |
| 5Y | +59.6% | -62.2% | +121.8% | +56.3% |
| 10Y | +156.6% | +241.4% | -84.8% | +91.1% |
| All | +935.7% | +1,082.6% | -146.9% | +572.1% |
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