+51.6%
ED vs GME
+106.8%
-55.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | +2.1% | +2.9% | -0.8% | +2.1% |
| 30D | +10.4% | -4.8% | +15.2% | +10.3% |
| 3M | +12.5% | +39.2% | -26.7% | +13.0% |
| 6M | +14.9% | +17.1% | -2.2% | +15.2% |
| YTD | +24.8% | +28.7% | -3.9% | +25.2% |
| 1Y | +23.8% | +23.3% | +0.5% | +24.2% |
| 3Y | +51.6% | +112.9% | -61.3% | +50.9% |
| All | +51.6% | +106.8% | -55.2% | +50.9% |
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