+415.1%
SYY vs GME
+1,495.6%
-1,080.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | +0.3% | +2.9% | -2.6% | +0.2% |
| 30D | -4.8% | -4.8% | 0.0% | -4.6% |
| 3M | -7.1% | +39.2% | -46.3% | -8.5% |
| 6M | +6.8% | +17.1% | -10.3% | +5.9% |
| YTD | +7.7% | +28.7% | -21.1% | +6.1% |
| 1Y | +5.7% | +23.3% | -17.6% | +4.3% |
| 3Y | +24.6% | +112.9% | -88.4% | +12.2% |
| 5Y | +15.6% | -48.8% | +64.5% | +8.4% |
| 10Y | +87.9% | +478.2% | -390.2% | -5.8% |
| All | +415.1% | +1,495.6% | -1,080.4% | +113.7% |
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