-15.7%
STM vs GME
-52.7%
+37.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.9% | +0.5% | +4.0% |
| 7D | -10.7% | +3.7% | -14.4% | -11.0% |
| 30D | -25.7% | +2.2% | -27.9% | -25.9% |
| 3M | -21.6% | +30.6% | -52.2% | -23.8% |
| 6M | -27.8% | -0.2% | -27.6% | -28.0% |
| YTD | +61.8% | +25.1% | +36.7% | +57.4% |
| 1Y | +78.1% | +17.7% | +60.4% | +74.3% |
| 3Y | +4.9% | +85.7% | -80.8% | -16.9% |
| All | -15.7% | -52.7% | +37.0% | -25.6% |
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