+148.2%
SPMO vs GME
-58.9%
+207.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.4% | -1.9% |
| 7D | +0.1% | +6.0% | -6.0% | -0.2% |
| 30D | -0.7% | +8.3% | -9.0% | -1.0% |
| 3M | +2.8% | -9.1% | +11.9% | +3.2% |
| 6M | +24.4% | -16.3% | +40.8% | +25.2% |
| YTD | +24.2% | +1.5% | +22.6% | +23.9% |
| 1Y | +24.5% | -16.3% | +40.8% | +25.1% |
| 3Y | +155.6% | +15.1% | +140.4% | +138.3% |
| 5Y | +148.2% | -57.2% | +205.4% | +137.1% |
| All | +148.2% | -58.9% | +207.1% | +137.1% |
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 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