+576.6%
SPMO vs GME
+123.4%
+453.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.5% |
| 7D | +3.4% | +0.4% | +3.0% | +3.4% |
| 30D | +0.5% | -1.4% | +1.9% | +0.5% |
| 3M | +1.9% | -15.1% | +17.0% | +2.2% |
| 6M | +27.8% | -22.5% | +50.3% | +28.4% |
| YTD | +26.7% | -5.9% | +32.6% | +26.7% |
| 1Y | +28.9% | -18.6% | +47.5% | +29.3% |
| 3Y | +160.7% | +6.7% | +154.0% | +154.4% |
| 5Y | +150.2% | -62.0% | +212.2% | +145.4% |
| 10Y | +517.5% | +239.5% | +278.1% | +362.3% |
| All | +576.6% | +123.4% | +453.2% | +423.8% |
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