+144.4%
STM vs GME
+1,469.6%
-1,325.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -7.9% | +4.8% | -12.7% | -8.3% |
| 30D | -14.1% | -4.3% | -9.9% | -13.8% |
| 3M | -17.6% | +35.3% | -52.9% | -19.9% |
| 6M | -24.2% | +4.7% | -29.0% | -24.7% |
| YTD | +73.3% | +26.6% | +46.7% | +69.0% |
| 1Y | +90.1% | +18.3% | +71.8% | +86.5% |
| 3Y | +10.3% | +102.8% | -92.4% | -7.3% |
| 5Y | -5.7% | -48.9% | +43.2% | -14.8% |
| 10Y | +444.1% | +480.5% | -36.4% | +63.1% |
| All | +144.4% | +1,469.6% | -1,325.3% | -55.4% |
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