+202.3%
ECL vs GME
+475.1%
-272.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | +2.9% | +2.9% | 0.0% | +2.8% |
| 30D | +7.5% | -4.8% | +12.3% | +7.6% |
| 3M | +12.2% | +39.2% | -27.0% | +11.3% |
| 6M | +24.6% | +17.1% | +7.5% | +24.0% |
| YTD | +18.8% | +28.7% | -10.0% | +17.9% |
| 1Y | +19.3% | +23.3% | -4.0% | +18.6% |
| 3Y | +78.2% | +112.9% | -34.7% | +69.5% |
| 5Y | +38.8% | -48.8% | +87.6% | +34.4% |
| All | +202.3% | +475.1% | -272.8% | +104.0% |
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