+110.7%
ED vs GME
+255.4%
-144.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -0.8% |
| 7D | -0.2% | +4.8% | -5.0% | -0.2% |
| 30D | +1.9% | +5.9% | -3.9% | +1.9% |
| 3M | +1.9% | -10.7% | +12.6% | +1.9% |
| 6M | -2.3% | -19.8% | +17.5% | -2.1% |
| YTD | +10.9% | -0.9% | +11.8% | +10.9% |
| 1Y | +14.5% | -15.7% | +30.2% | +14.6% |
| 3Y | +33.4% | +12.3% | +21.1% | +31.6% |
| 5Y | +67.3% | -60.1% | +127.3% | +65.5% |
| 10Y | +110.7% | +265.3% | -154.6% | +89.2% |
| All | +110.7% | +255.4% | -144.7% | +89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling