+1,713.3%
ELV vs GME
+1,066.0%
+647.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | +2.0% | -1.4% | +3.4% | +2.0% |
| 3M | -3.5% | -15.1% | +11.7% | -3.1% |
| 6M | +40.2% | -22.5% | +62.7% | +41.1% |
| YTD | +15.8% | -5.9% | +21.8% | +15.8% |
| 1Y | +33.2% | -18.6% | +51.8% | +33.7% |
| 3Y | -6.2% | +6.7% | -12.9% | -10.5% |
| 5Y | +16.4% | -62.0% | +78.4% | +12.3% |
| 10Y | +259.8% | +239.5% | +20.3% | +104.0% |
| All | +1,713.3% | +1,066.0% | +647.4% | +683.8% |
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