+429.7%
SYY vs GME
+1,066.0%
-636.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | -5.3% | -1.4% | -3.9% | -5.2% |
| 3M | +5.1% | -15.1% | +20.2% | +5.8% |
| 6M | -5.0% | -22.5% | +17.5% | -4.0% |
| YTD | +10.7% | -5.9% | +16.6% | +10.7% |
| 1Y | +0.7% | -18.6% | +19.3% | +1.3% |
| 3Y | +24.0% | +6.7% | +17.4% | +15.6% |
| 5Y | +19.3% | -62.0% | +81.3% | +13.3% |
| 10Y | +96.4% | +239.5% | -143.0% | +2.9% |
| All | +429.7% | +1,066.0% | -636.3% | +123.1% |
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