+77.7%
SPY vs GME
+106.8%
-29.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | +2.6% | +2.9% | -0.3% | +2.5% |
| 30D | -2.0% | -4.8% | +2.8% | -1.9% |
| 3M | -2.8% | +39.2% | -42.0% | -3.6% |
| 6M | +2.1% | +17.1% | -14.9% | +1.7% |
| YTD | +11.5% | +28.7% | -17.2% | +10.7% |
| 1Y | +13.5% | +23.3% | -9.9% | +12.8% |
| 3Y | +77.7% | +112.9% | -35.2% | +72.5% |
| All | +77.7% | +106.8% | -29.1% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling