+185.1%
STM vs GME
+1,082.6%
-897.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | +5.8% | +7.2% | -1.4% | +5.1% |
| 30D | -1.0% | +0.8% | -1.8% | -1.1% |
| 3M | -33.3% | -14.0% | -19.3% | -32.4% |
| 6M | +57.4% | -19.7% | +77.1% | +60.1% |
| YTD | +102.2% | -4.6% | +106.8% | +102.5% |
| 1Y | +99.6% | -14.3% | +113.9% | +101.5% |
| 3Y | +14.5% | +4.0% | +10.5% | +2.2% |
| 5Y | +21.4% | -62.2% | +83.6% | +12.7% |
| 10Y | +695.0% | +241.4% | +453.6% | +162.6% |
| All | +185.1% | +1,082.6% | -897.5% | -46.5% |
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 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