+58.6%
ELF vs GME
+21.5%
+37.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.7% |
| 7D | +1.6% | +2.9% | -1.3% | +1.0% |
| 30D | +9.1% | -4.8% | +13.9% | +10.0% |
| 3M | +28.2% | +39.2% | -11.0% | +21.4% |
| 6M | +119.5% | +17.1% | +102.5% | +113.2% |
| YTD | +55.2% | +28.7% | +26.4% | +38.0% |
| 1Y | +58.6% | +23.3% | +35.3% | +43.4% |
| All | +58.6% | +21.5% | +37.1% | +43.4% |
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 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