+7.1%
EMB vs GME
-58.0%
+65.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | -0.5% | -1.4% | +0.9% | -0.5% |
| 3M | +0.3% | -15.1% | +15.5% | +0.7% |
| 6M | +1.2% | -22.5% | +23.7% | +1.7% |
| YTD | +1.5% | -5.9% | +7.4% | +1.5% |
| 1Y | +4.8% | -18.6% | +23.4% | +5.1% |
| 3Y | +30.4% | +6.7% | +23.7% | +25.1% |
| All | +7.1% | -58.0% | +65.1% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling