+125.6%
EMB vs GME
+149.8%
-24.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -0.9% | +2.9% | -3.8% | -0.9% |
| 30D | +0.4% | -4.8% | +5.1% | +0.4% |
| 3M | -3.1% | +39.2% | -42.3% | -3.5% |
| 6M | -2.1% | +17.1% | -19.1% | -2.3% |
| YTD | -1.1% | +28.7% | -29.8% | -1.4% |
| 1Y | -0.1% | +23.3% | -23.4% | -0.4% |
| 3Y | +29.6% | +112.9% | -83.3% | +26.7% |
| 5Y | +7.2% | -48.8% | +56.0% | +5.6% |
| 10Y | +35.5% | +478.2% | -442.7% | +19.4% |
| All | +125.6% | +149.8% | -24.2% | +96.8% |
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