+143.5%
STM vs GME
+1,479.5%
-1,336.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.6% |
| 7D | -5.6% | +5.8% | -11.4% | -6.0% |
| 30D | -14.4% | -3.7% | -10.8% | -14.2% |
| 3M | -20.5% | +33.6% | -54.0% | -22.6% |
| 6M | -24.5% | +5.4% | -29.9% | -25.1% |
| YTD | +72.7% | +27.4% | +45.2% | +68.3% |
| 1Y | +91.0% | +19.0% | +72.0% | +87.3% |
| 3Y | +13.5% | +101.5% | -88.0% | -4.6% |
| 5Y | -9.2% | -50.5% | +41.3% | -17.7% |
| 10Y | +422.5% | +493.3% | -70.8% | +55.8% |
| All | +143.5% | +1,479.5% | -1,336.0% | -55.5% |
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