+286.6%
ELF vs GME
+470.0%
-183.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.4% | -4.2% |
| 7D | +3.4% | +6.0% | -2.6% | +3.1% |
| 30D | +5.0% | -5.9% | +10.8% | +5.2% |
| 3M | +22.6% | +38.2% | -15.6% | +20.9% |
| 6M | +104.0% | +14.5% | +89.4% | +102.6% |
| YTD | +49.3% | +27.6% | +21.7% | +47.5% |
| 1Y | +46.0% | +19.9% | +26.1% | +44.6% |
| 3Y | +19.4% | +104.3% | -84.9% | +10.7% |
| 5Y | +262.0% | -49.3% | +311.3% | +244.9% |
| All | +286.6% | +470.0% | -183.4% | +112.5% |
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 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