+116.1%
SPG vs GME
+483.4%
-367.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.7% |
| 7D | +5.6% | +4.8% | +0.8% | +5.3% |
| 30D | +17.6% | -4.3% | +21.8% | +17.8% |
| 3M | +7.5% | +35.3% | -27.9% | +5.5% |
| 6M | +18.5% | +4.7% | +13.8% | +18.0% |
| YTD | +30.9% | +26.6% | +4.3% | +28.7% |
| 1Y | +34.1% | +18.3% | +15.8% | +32.2% |
| 3Y | +135.5% | +102.8% | +32.7% | +108.6% |
| 5Y | +86.5% | -48.9% | +135.5% | +73.3% |
| 10Y | +116.1% | +480.5% | -364.4% | -23.5% |
| All | +116.1% | +483.4% | -367.3% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling