+3,621.5%
STX vs GME
+255.4%
+3,366.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.3% | -2.4% |
| 7D | +9.6% | +4.8% | +4.7% | +9.2% |
| 30D | +10.6% | +5.9% | +4.7% | +10.2% |
| 3M | +4.8% | -10.7% | +15.5% | +5.4% |
| 6M | +137.3% | -19.8% | +157.0% | +139.9% |
| YTD | +222.5% | -0.9% | +223.4% | +221.4% |
| 1Y | +366.2% | -15.7% | +381.9% | +369.5% |
| 3Y | +1,352.9% | +12.3% | +1,340.6% | +1,232.8% |
| 5Y | +1,077.4% | -60.1% | +1,137.5% | +1,010.0% |
| 10Y | +3,621.5% | +265.3% | +3,356.2% | +2,103.4% |
| All | +3,621.5% | +255.4% | +3,366.1% | +2,103.4% |
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 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