+2,256.4%
SPGI vs GME
+1,450.5%
+805.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.2% |
| 7D | +0.3% | +3.7% | -3.4% | +0.1% |
| 30D | +18.4% | +2.2% | +16.2% | +18.2% |
| 3M | +15.7% | +30.6% | -14.9% | +13.9% |
| 6M | +17.3% | -0.2% | +17.5% | +17.0% |
| YTD | -4.7% | +25.1% | -29.8% | -6.2% |
| 1Y | +1.8% | +17.7% | -15.8% | +0.6% |
| 3Y | +31.7% | +85.7% | -54.0% | +17.6% |
| 5Y | +12.1% | -52.9% | +65.0% | +4.5% |
| 10Y | +341.9% | +504.9% | -163.0% | +86.4% |
| All | +2,256.4% | +1,450.5% | +805.9% | +660.2% |
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