+82.6%
SPYM vs GME
-58.9%
+141.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.7% |
| 7D | -2.0% | +6.0% | -8.0% | -2.3% |
| 30D | -1.6% | +8.3% | -10.0% | -2.0% |
| 3M | +4.7% | -9.1% | +13.8% | +5.1% |
| 6M | +12.6% | -16.3% | +28.9% | +13.3% |
| YTD | +11.8% | +1.5% | +10.2% | +11.5% |
| 1Y | +17.5% | -16.3% | +33.9% | +18.2% |
| 3Y | +77.0% | +15.1% | +61.8% | +62.0% |
| 5Y | +82.6% | -57.2% | +139.8% | +71.5% |
| All | +82.6% | -58.9% | +141.5% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling