+128.5%
EEM vs GME
+285.6%
-157.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.5% | +1.2% |
| 7D | -1.3% | +10.4% | -11.6% | -1.5% |
| 30D | +2.1% | +14.1% | -12.0% | +1.8% |
| 3M | +1.0% | -4.6% | +5.7% | +1.1% |
| 6M | +15.9% | -13.5% | +29.4% | +16.2% |
| YTD | +24.6% | +5.3% | +19.3% | +24.4% |
| 1Y | +32.3% | -14.9% | +47.2% | +32.6% |
| 3Y | +85.9% | +24.3% | +61.6% | +80.3% |
| 5Y | +45.4% | -55.6% | +100.9% | +41.7% |
| All | +128.5% | +285.6% | -157.1% | +77.8% |
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