+264.0%
SPOT vs GME
+577.5%
-313.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -0.9% | +7.2% | -8.1% | -1.2% |
| 30D | +12.5% | +0.8% | +11.7% | +12.4% |
| 3M | +9.9% | -14.0% | +23.9% | +10.4% |
| 6M | +1.6% | -19.7% | +21.3% | +2.2% |
| YTD | -6.6% | -4.6% | -2.0% | -6.5% |
| 1Y | -22.9% | -14.3% | -8.6% | -22.7% |
| 3Y | +244.3% | +4.0% | +240.3% | +228.9% |
| 5Y | +117.8% | -62.2% | +180.0% | +109.8% |
| All | +264.0% | +577.5% | -313.4% | +165.6% |
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