+357.2%
ELF vs GME
+483.4%
-126.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +6.3% | +4.8% | +1.5% | +6.1% |
| 30D | +8.5% | -4.3% | +12.8% | +8.7% |
| 3M | +24.4% | +35.3% | -10.9% | +22.8% |
| 6M | +94.7% | +4.7% | +90.0% | +94.2% |
| YTD | +55.9% | +26.6% | +29.2% | +54.0% |
| 1Y | +48.4% | +18.3% | +30.1% | +47.1% |
| 3Y | +24.6% | +102.8% | -78.2% | +15.5% |
| 5Y | +285.0% | -48.9% | +334.0% | +266.6% |
| 10Y | +357.2% | +480.5% | -123.3% | +141.6% |
| All | +357.2% | +483.4% | -126.2% | +141.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling