+2.8%
EMB vs GME
-11.9%
+14.7%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.2% |
| 7D | -1.2% | +10.4% | -11.6% | -1.4% |
| 30D | -1.3% | +14.1% | -15.3% | -1.6% |
| 3M | -1.8% | -4.6% | +2.9% | -1.7% |
| 6M | +0.2% | -13.5% | +13.7% | +0.5% |
| YTD | +0.4% | +5.3% | -5.0% | +0.4% |
| 1Y | +2.8% | -14.9% | +17.7% | +3.2% |
| All | +2.8% | -11.9% | +14.7% | +3.2% |
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