+81.5%
SPG vs GME
-53.9%
+135.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.9% |
| 7D | +5.1% | +5.8% | -0.7% | +4.7% |
| 30D | +16.8% | -3.7% | +20.5% | +17.1% |
| 3M | +5.7% | +33.6% | -27.9% | +3.7% |
| 6M | +17.8% | +5.4% | +12.4% | +17.2% |
| YTD | +30.1% | +27.4% | +2.7% | +27.6% |
| 1Y | +32.8% | +19.0% | +13.8% | +30.8% |
| 3Y | +137.2% | +101.5% | +35.7% | +100.0% |
| 5Y | +81.5% | -50.5% | +131.9% | +71.2% |
| All | +81.5% | -53.9% | +135.4% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling