+252.8%
SPOT vs GME
+647.8%
-395.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +0.6% |
| 7D | -3.1% | +10.4% | -13.5% | -3.4% |
| 30D | +7.4% | +14.1% | -6.7% | +6.9% |
| 3M | +8.2% | -4.6% | +12.8% | +8.3% |
| 6M | +2.2% | -13.5% | +15.7% | +2.6% |
| YTD | -9.5% | +5.3% | -14.8% | -9.7% |
| 1Y | -23.8% | -14.9% | -8.9% | -23.6% |
| 3Y | +233.5% | +24.3% | +209.2% | +216.5% |
| 5Y | +112.2% | -55.6% | +167.8% | +103.7% |
| All | +252.8% | +647.8% | -395.0% | +156.5% |
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