+2,035.1%
SPG vs GME
+1,082.6%
+952.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.4% | +7.2% | -9.6% | -3.0% |
| 30D | -6.8% | +0.8% | -7.6% | -6.9% |
| 3M | +2.7% | -14.0% | +16.6% | +4.0% |
| 6M | +5.5% | -19.7% | +25.2% | +7.3% |
| YTD | +15.7% | -4.6% | +20.3% | +15.6% |
| 1Y | +20.9% | -14.3% | +35.2% | +21.8% |
| 3Y | +112.4% | +4.0% | +108.4% | +84.2% |
| 5Y | +101.4% | -62.2% | +163.6% | +81.9% |
| 10Y | +60.6% | +241.4% | -180.7% | -55.0% |
| All | +2,035.1% | +1,082.6% | +952.5% | +347.2% |
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 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