+1,802.9%
ECL vs GME
+1,477.0%
+325.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -2.3% | +1.6% | -3.9% | -2.4% |
| 30D | +8.3% | -6.2% | +14.5% | +8.6% |
| 3M | +8.4% | +35.8% | -27.3% | +6.7% |
| 6M | +23.3% | +10.3% | +13.0% | +22.4% |
| YTD | +18.2% | +27.2% | -9.0% | +16.4% |
| 1Y | +18.8% | +19.1% | -0.4% | +17.3% |
| 3Y | +78.5% | +103.7% | -25.3% | +59.5% |
| 5Y | +40.1% | -50.0% | +90.1% | +30.8% |
| 10Y | +196.5% | +471.4% | -275.0% | +41.8% |
| All | +1,802.9% | +1,477.0% | +325.9% | +577.2% |
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 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