+856.1%
EEM vs GME
+1,678.5%
-822.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +3.1% | +0.4% | +2.7% | +3.1% |
| 30D | +4.9% | -1.4% | +6.3% | +4.9% |
| 3M | +5.2% | -15.1% | +20.4% | +6.2% |
| 6M | +20.7% | -22.5% | +43.2% | +22.5% |
| YTD | +26.5% | -5.9% | +32.4% | +26.6% |
| 1Y | +37.8% | -18.6% | +56.5% | +39.2% |
| 3Y | +91.0% | +6.7% | +84.3% | +73.8% |
| 5Y | +47.0% | -62.0% | +109.0% | +37.2% |
| 10Y | +125.6% | +239.5% | -113.9% | -12.4% |
| All | +856.1% | +1,678.5% | -822.4% | +135.8% |
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 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