-13.0%
EFX vs GME
+11.4%
-24.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.3% | -7.4% | -2.3% |
| 7D | -9.4% | +4.8% | -14.2% | -9.5% |
| 30D | -6.9% | +5.9% | -12.7% | -7.1% |
| 3M | +0.1% | -10.7% | +10.8% | +0.5% |
| 6M | -17.3% | -19.8% | +2.5% | -16.7% |
| YTD | -21.8% | -0.9% | -20.9% | -21.9% |
| 1Y | -32.5% | -15.7% | -16.9% | -32.2% |
| All | -13.0% | +11.4% | -24.4% | -17.2% |
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 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