+62.0%
SPG vs GME
+271.8%
-209.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | -2.2% | +6.0% | -8.2% | -2.5% |
| 30D | -5.8% | +8.3% | -14.1% | -6.2% |
| 3M | -2.8% | -9.1% | +6.3% | -2.4% |
| 6M | +8.9% | -16.3% | +25.2% | +9.8% |
| YTD | +14.3% | +1.5% | +12.7% | +13.8% |
| 1Y | +19.5% | -16.3% | +35.8% | +20.2% |
| 3Y | +106.9% | +15.1% | +91.7% | +89.6% |
| 5Y | +108.7% | -57.2% | +165.9% | +95.8% |
| All | +62.0% | +271.8% | -209.8% | -40.2% |
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