-18.0%
ELF vs GME
-15.8%
-2.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +5.4% | +7.2% | -1.9% | +3.3% |
| 30D | +27.0% | +0.8% | +26.2% | +26.6% |
| 3M | +113.2% | -14.0% | +127.2% | +120.9% |
| 6M | +36.6% | -19.7% | +56.3% | +41.5% |
| YTD | +44.2% | -4.6% | +48.8% | +33.4% |
| 1Y | -18.0% | -14.3% | -3.6% | -19.1% |
| All | -18.0% | -15.8% | -2.2% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling