+823.3%
SPYM vs GME
+520.0%
+303.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.5% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | -0.9% | -1.4% | +0.5% | -0.9% |
| 3M | +3.9% | -15.1% | +19.0% | +4.6% |
| 6M | +14.5% | -22.5% | +37.0% | +15.7% |
| YTD | +13.0% | -5.9% | +18.9% | +13.1% |
| 1Y | +19.4% | -18.6% | +38.1% | +20.2% |
| 3Y | +78.9% | +6.7% | +72.2% | +68.1% |
| 5Y | +82.3% | -62.0% | +144.3% | +74.4% |
| 10Y | +314.7% | +239.5% | +75.3% | +131.5% |
| All | +823.3% | +520.0% | +303.3% | +332.8% |
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 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