+414.4%
SPYG vs GME
+285.6%
+128.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.7% |
| 7D | -0.9% | +10.4% | -11.3% | -1.2% |
| 30D | -1.5% | +14.1% | -15.6% | -1.9% |
| 3M | +3.7% | -4.6% | +8.4% | +3.8% |
| 6M | +16.4% | -13.5% | +30.0% | +16.8% |
| YTD | +13.3% | +5.3% | +8.0% | +13.0% |
| 1Y | +17.9% | -14.9% | +32.8% | +18.2% |
| 3Y | +98.3% | +24.3% | +74.1% | +90.8% |
| 5Y | +86.4% | -55.6% | +142.0% | +80.8% |
| All | +414.4% | +285.6% | +128.8% | +266.7% |
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