+80.1%
ECL vs GME
+93.1%
-13.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +2.0% |
| 7D | -0.5% | +5.8% | -6.3% | -0.6% |
| 30D | +8.8% | -3.7% | +12.5% | +8.9% |
| 3M | +7.8% | +33.6% | -25.7% | +7.6% |
| 6M | +21.3% | +5.4% | +15.9% | +21.2% |
| YTD | +17.8% | +27.4% | -9.7% | +17.6% |
| 1Y | +21.1% | +19.0% | +2.0% | +20.9% |
| 3Y | +80.1% | +101.5% | -21.4% | +81.3% |
| All | +80.1% | +93.1% | -13.1% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling