+10,374.7%
STX vs GME
+1,568.0%
+8,806.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.5% | +9.5% | +9.9% |
| 7D | -1.0% | +1.6% | -2.6% | -1.0% |
| 30D | -26.8% | -6.2% | -20.6% | -26.3% |
| 3M | -32.7% | +35.8% | -68.5% | -34.8% |
| 6M | -33.7% | +10.3% | -44.0% | -34.6% |
| YTD | +101.0% | +27.2% | +73.8% | +95.0% |
| 1Y | +92.7% | +19.1% | +73.6% | +88.1% |
| 3Y | +708.7% | +103.7% | +605.0% | +560.5% |
| 5Y | +504.0% | -50.0% | +554.0% | +435.7% |
| 10Y | +2,108.4% | +471.4% | +1,636.9% | +607.9% |
| All | +10,374.7% | +1,568.0% | +8,806.7% | +2,126.7% |
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 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