+779.8%
EFX vs GME
+1,495.6%
-715.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | -0.8% | +2.9% | -3.7% | -0.9% |
| 30D | +25.1% | -4.8% | +29.9% | +25.4% |
| 3M | +1.7% | +39.2% | -37.5% | -0.3% |
| 6M | +18.4% | +17.1% | +1.3% | +17.1% |
| YTD | -12.5% | +28.7% | -41.2% | -14.0% |
| 1Y | -8.1% | +23.3% | -31.4% | -9.5% |
| 3Y | +4.8% | +112.9% | -108.1% | -6.8% |
| 5Y | -30.1% | -48.8% | +18.7% | -34.9% |
| 10Y | +81.5% | +478.2% | -396.7% | -13.5% |
| All | +779.8% | +1,495.6% | -715.8% | +230.4% |
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