+9,423.5%
STX vs GME
+1,560.2%
+7,863.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -17.3% | +4.8% | -22.1% | -17.6% |
| 30D | -35.9% | -4.3% | -31.7% | -35.7% |
| 3M | -37.3% | +35.3% | -72.7% | -39.2% |
| 6M | -35.8% | +4.7% | -40.5% | -36.3% |
| YTD | +82.7% | +26.6% | +56.1% | +77.4% |
| 1Y | +71.6% | +18.3% | +53.3% | +67.6% |
| 3Y | +635.3% | +102.8% | +532.5% | +500.8% |
| 5Y | +483.8% | -48.9% | +532.7% | +416.7% |
| 10Y | +1,967.8% | +480.5% | +1,487.3% | +559.4% |
| All | +9,423.5% | +1,560.2% | +7,863.3% | +1,925.4% |
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 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