-23.8%
SPOT vs GME
-11.9%
-12.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +0.3% |
| 7D | -3.1% | +10.4% | -13.5% | -4.2% |
| 30D | +7.4% | +14.1% | -6.7% | +5.7% |
| 3M | +8.2% | -4.6% | +12.8% | +9.0% |
| 6M | +2.2% | -13.5% | +15.7% | +3.5% |
| YTD | -9.5% | +5.3% | -14.8% | -8.7% |
| 1Y | -23.8% | -14.9% | -8.9% | -21.4% |
| All | -23.8% | -11.9% | -12.0% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling