+2,635.8%
SOXX vs GME
+1,158.5%
+1,477.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.3% | -2.9% |
| 7D | +3.0% | +6.0% | -3.0% | +2.5% |
| 30D | -3.1% | +8.3% | -11.5% | -3.8% |
| 3M | -4.4% | -9.1% | +4.7% | -3.8% |
| 6M | +52.9% | -16.3% | +69.2% | +54.7% |
| YTD | +72.0% | +1.5% | +70.5% | +71.2% |
| 1Y | +105.1% | -16.3% | +121.4% | +107.2% |
| 3Y | +220.6% | +15.1% | +205.5% | +185.4% |
| 5Y | +244.8% | -57.2% | +302.0% | +218.1% |
| 10Y | +1,537.1% | +274.5% | +1,262.6% | +490.3% |
| All | +2,635.8% | +1,158.5% | +1,477.2% | +470.4% |
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