+343.3%
SPGI vs GME
+475.1%
-131.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | +1.2% | +2.9% | -1.7% | +1.2% |
| 30D | +15.9% | -4.8% | +20.7% | +16.0% |
| 3M | +12.3% | +39.2% | -26.9% | +11.5% |
| 6M | +23.7% | +17.1% | +6.6% | +23.2% |
| YTD | -3.5% | +28.7% | -32.3% | -4.1% |
| 1Y | +0.4% | +23.3% | -22.9% | -0.1% |
| 3Y | +29.9% | +112.9% | -83.0% | +24.7% |
| 5Y | +15.2% | -48.8% | +64.0% | +12.0% |
| All | +343.3% | +475.1% | -131.7% | +207.1% |
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