+1,118.7%
SPYG vs GME
+1,127.7%
-9.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.7% | -0.7% |
| 7D | +0.3% | +4.8% | -4.5% | 0.0% |
| 30D | -1.7% | +5.9% | -7.5% | -2.0% |
| 3M | +3.6% | -10.7% | +14.4% | +4.2% |
| 6M | +16.6% | -19.8% | +36.4% | +17.8% |
| YTD | +13.4% | -0.9% | +14.3% | +13.1% |
| 1Y | +19.6% | -15.7% | +35.3% | +20.3% |
| 3Y | +99.8% | +12.3% | +87.5% | +83.9% |
| 5Y | +85.0% | -60.1% | +145.0% | +74.4% |
| 10Y | +422.1% | +265.3% | +156.8% | +153.4% |
| All | +1,118.7% | +1,127.7% | -9.0% | +310.9% |
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