+1,383.2%
STX vs GME
+4.1%
+1,379.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.4% | +7.9% | +6.6% |
| 7D | +10.7% | +0.4% | +10.3% | +10.7% |
| 30D | +11.3% | -1.4% | +12.7% | +11.3% |
| 3M | +3.2% | -15.1% | +18.4% | +3.9% |
| 6M | +157.0% | -22.5% | +179.5% | +159.6% |
| YTD | +229.2% | -5.9% | +235.1% | +229.1% |
| 1Y | +381.8% | -18.6% | +400.5% | +385.2% |
| 3Y | +1,383.2% | +6.7% | +1,376.5% | +1,345.7% |
| All | +1,383.2% | +4.1% | +1,379.1% | +1,345.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling