+1,796.0%
ECL vs GME
+1,479.5%
+316.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.9% |
| 7D | -0.5% | +5.8% | -6.3% | -0.8% |
| 30D | +8.8% | -3.7% | +12.5% | +9.0% |
| 3M | +7.8% | +33.6% | -25.7% | +6.2% |
| 6M | +21.3% | +5.4% | +15.9% | +20.8% |
| YTD | +17.8% | +27.4% | -9.7% | +16.0% |
| 1Y | +21.1% | +19.0% | +2.0% | +19.6% |
| 3Y | +80.1% | +101.5% | -21.4% | +61.0% |
| 5Y | +40.5% | -50.5% | +90.9% | +31.3% |
| 10Y | +197.7% | +493.3% | -295.6% | +41.4% |
| All | +1,796.0% | +1,479.5% | +316.5% | +574.6% |
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