+657.9%
ED vs GME
+1,082.6%
-424.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -0.2% | +7.2% | -7.4% | -0.3% |
| 30D | -0.1% | +0.8% | -0.9% | -0.2% |
| 3M | +3.9% | -14.0% | +17.9% | +4.2% |
| 6M | -3.0% | -19.7% | +16.7% | -2.7% |
| YTD | +10.7% | -4.6% | +15.3% | +10.7% |
| 1Y | +13.3% | -14.3% | +27.7% | +13.5% |
| 3Y | +34.5% | +4.0% | +30.5% | +29.8% |
| 5Y | +67.1% | -62.2% | +129.3% | +62.6% |
| 10Y | +103.0% | +241.4% | -138.3% | +47.8% |
| All | +657.9% | +1,082.6% | -424.8% | +363.2% |
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