+483.8%
STX vs GME
-49.7%
+533.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -17.3% | +4.8% | -22.1% | -17.5% |
| 30D | -35.9% | -4.3% | -31.7% | -35.7% |
| 3M | -37.3% | +35.3% | -72.7% | -38.8% |
| 6M | -35.8% | +4.7% | -40.5% | -36.2% |
| YTD | +82.7% | +26.6% | +56.1% | +78.5% |
| 1Y | +71.6% | +18.3% | +53.3% | +68.5% |
| 3Y | +635.3% | +102.8% | +532.5% | +512.4% |
| 5Y | +483.8% | -48.9% | +532.7% | +450.3% |
| All | +483.8% | -49.7% | +533.4% | +450.3% |
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