-36.5%
ELAN vs GME
+422.5%
-459.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.0% |
| 7D | -6.4% | +6.0% | -12.4% | -6.6% |
| 30D | +0.6% | +8.3% | -7.8% | +0.2% |
| 3M | 0.0% | -9.1% | +9.0% | +0.3% |
| 6M | -3.4% | -16.3% | +12.9% | -2.8% |
| YTD | +1.0% | +1.5% | -0.5% | +0.9% |
| 1Y | +24.7% | -16.3% | +41.0% | +25.4% |
| 3Y | +97.2% | +15.1% | +82.1% | +86.6% |
| 5Y | -31.5% | -57.2% | +25.7% | -34.4% |
| All | -36.5% | +422.5% | -459.0% | -61.5% |
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 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