+313.7%
SPY vs GME
+262.6%
+51.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -0.6% |
| 7D | -0.4% | +4.8% | -5.2% | -0.5% |
| 30D | -1.4% | +5.9% | -7.2% | -1.5% |
| 3M | +3.7% | -10.7% | +14.4% | +4.0% |
| 6M | +13.0% | -19.8% | +32.8% | +13.5% |
| YTD | +12.4% | -0.9% | +13.3% | +12.3% |
| 1Y | +18.5% | -15.7% | +34.2% | +18.9% |
| 3Y | +77.6% | +12.3% | +65.3% | +71.7% |
| 5Y | +81.7% | -60.1% | +141.7% | +77.0% |
| All | +313.7% | +262.6% | +51.1% | +192.8% |
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 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