-35.8%
EFX vs GME
-56.3%
+20.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.2% | +0.3% |
| 7D | -4.5% | +10.4% | -14.9% | -5.2% |
| 30D | -6.1% | +14.1% | -20.2% | -6.9% |
| 3M | +6.2% | -4.6% | +10.9% | +6.4% |
| 6M | -11.2% | -13.5% | +2.3% | -10.6% |
| YTD | -21.4% | +5.3% | -26.7% | -21.8% |
| 1Y | -34.3% | -14.9% | -19.4% | -33.9% |
| 3Y | -12.5% | +24.3% | -36.8% | -23.1% |
| All | -35.8% | -56.3% | +20.5% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling