+1,144.9%
STX vs GME
-62.6%
+1,207.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.4% |
| 3M | +3.2% | -15.1% | +18.4% | +4.4% |
| 6M | +157.0% | -22.5% | +179.5% | +161.3% |
| YTD | +229.2% | -5.9% | +235.1% | +229.2% |
| 1Y | +381.8% | -18.6% | +400.5% | +387.3% |
| 3Y | +1,383.2% | +6.7% | +1,376.5% | +1,215.0% |
| 5Y | +1,144.9% | -62.0% | +1,206.9% | +1,090.3% |
| All | +1,144.9% | -62.6% | +1,207.4% | +1,090.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling