+126.1%
EMB vs GME
+147.6%
-21.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.7% | +6.0% | -6.7% | -0.7% |
| 30D | +0.5% | -5.9% | +6.4% | +0.6% |
| 3M | -2.5% | +38.2% | -40.7% | -2.8% |
| 6M | -2.0% | +14.5% | -16.5% | -2.2% |
| YTD | -0.9% | +27.6% | -28.5% | -1.2% |
| 1Y | -0.3% | +19.9% | -20.3% | -0.6% |
| 3Y | +29.2% | +104.3% | -75.1% | +26.4% |
| 5Y | +7.4% | -49.3% | +56.7% | +5.8% |
| 10Y | +35.8% | +473.0% | -437.2% | +19.7% |
| All | +126.1% | +147.6% | -21.4% | +97.2% |
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 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