+296.4%
SPGI vs GME
+255.4%
+41.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.3% | -7.8% | -2.7% |
| 7D | -3.1% | +4.8% | -7.9% | -3.2% |
| 30D | +2.0% | +5.9% | -3.8% | +1.9% |
| 3M | +4.3% | -10.7% | +15.1% | +4.5% |
| 6M | -0.2% | -19.8% | +19.6% | +0.1% |
| YTD | -14.8% | -0.9% | -13.9% | -14.8% |
| 1Y | -18.5% | -15.7% | -2.9% | -18.4% |
| 3Y | +16.0% | +12.3% | +3.6% | +12.7% |
| 5Y | +2.2% | -60.1% | +62.3% | -0.1% |
| 10Y | +296.4% | +265.3% | +31.1% | +190.4% |
| All | +296.4% | +255.4% | +41.1% | +190.4% |
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