+28.1%
ECL vs GME
-62.6%
+90.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -2.5% | -1.4% | -1.1% | -2.4% |
| 3M | +8.3% | -15.1% | +23.5% | +9.0% |
| 6M | -1.1% | -22.5% | +21.4% | -0.2% |
| YTD | +6.5% | -5.9% | +12.4% | +6.6% |
| 1Y | +2.1% | -18.6% | +20.7% | +2.7% |
| 3Y | +57.6% | +6.7% | +50.9% | +45.3% |
| 5Y | +28.1% | -62.0% | +90.0% | +21.4% |
| All | +28.1% | -62.6% | +90.6% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling