+741.9%
ED vs GME
+1,477.0%
-735.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -0.9% | +1.6% | -2.6% | -1.0% |
| 30D | +11.2% | -6.2% | +17.4% | +11.3% |
| 3M | +11.8% | +35.8% | -24.0% | +11.0% |
| 6M | +14.1% | +10.3% | +3.8% | +13.8% |
| YTD | +23.0% | +27.2% | -4.3% | +22.1% |
| 1Y | +23.7% | +19.1% | +4.5% | +23.0% |
| 3Y | +47.7% | +103.7% | -56.0% | +40.2% |
| 5Y | +82.6% | -50.0% | +132.6% | +76.7% |
| 10Y | +141.8% | +471.4% | -329.7% | +71.3% |
| All | +741.9% | +1,477.0% | -735.1% | +411.2% |
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