+1.6%
ECL vs GME
-13.9%
+15.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.3% | -7.4% | -2.2% |
| 7D | -2.7% | +4.8% | -7.6% | -2.8% |
| 30D | -4.3% | +5.9% | -10.1% | -4.4% |
| 3M | +3.2% | -10.7% | +13.9% | +3.7% |
| 6M | -2.9% | -19.8% | +16.9% | -1.8% |
| YTD | +4.3% | -0.9% | +5.2% | +5.2% |
| 1Y | +1.6% | -15.7% | +17.3% | +2.2% |
| All | +1.6% | -13.9% | +15.5% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling