+657.6%
STM vs GME
+237.1%
+420.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | +5.2% | +0.4% | +4.8% | +5.2% |
| 30D | -7.4% | -1.4% | -6.0% | -7.3% |
| 3M | -30.6% | -15.1% | -15.5% | -30.2% |
| 6M | +66.4% | -22.5% | +88.9% | +68.1% |
| YTD | +101.1% | -5.9% | +107.1% | +101.5% |
| 1Y | +97.4% | -18.6% | +116.0% | +98.8% |
| 3Y | +21.1% | +6.7% | +14.5% | +15.3% |
| 5Y | +22.5% | -62.0% | +84.5% | +18.1% |
| 10Y | +657.6% | +239.5% | +418.1% | +361.8% |
| All | +657.6% | +237.1% | +420.4% | +361.8% |
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 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