+113.8%
SYY vs GME
+285.6%
-171.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.0% |
| 7D | +3.9% | +10.4% | -6.4% | +3.7% |
| 30D | -1.7% | +14.1% | -15.8% | -2.1% |
| 3M | +5.2% | -4.6% | +9.8% | +5.3% |
| 6M | -0.2% | -13.5% | +13.3% | +0.1% |
| YTD | +15.4% | +5.3% | +10.0% | +15.0% |
| 1Y | +5.6% | -14.9% | +20.5% | +5.9% |
| 3Y | +28.9% | +24.3% | +4.6% | +23.1% |
| 5Y | +24.1% | -55.6% | +79.6% | +19.8% |
| All | +113.8% | +285.6% | -171.8% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling