+702.6%
EFX vs GME
+1,066.0%
-363.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -3.0% |
| 7D | -7.8% | +0.4% | -8.3% | -7.8% |
| 30D | -5.7% | -1.4% | -4.3% | -5.7% |
| 3M | +2.5% | -15.1% | +17.7% | +3.4% |
| 6M | -16.7% | -22.5% | +5.8% | -15.6% |
| YTD | -20.2% | -5.9% | -14.3% | -20.1% |
| 1Y | -31.4% | -18.6% | -12.7% | -30.8% |
| 3Y | -10.5% | +6.7% | -17.2% | -17.1% |
| 5Y | -35.2% | -62.0% | +26.8% | -38.6% |
| 10Y | +40.2% | +239.5% | -199.3% | -29.2% |
| All | +702.6% | +1,066.0% | -363.4% | +207.1% |
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