+131.7%
EMB vs GME
+85.1%
+46.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | +7.2% | -7.2% | -0.1% |
| 30D | -0.3% | +0.8% | -1.1% | -0.3% |
| 3M | -0.4% | -14.0% | +13.5% | -0.3% |
| 6M | +0.1% | -19.7% | +19.9% | +0.3% |
| YTD | +1.6% | -4.6% | +6.2% | +1.6% |
| 1Y | +5.6% | -14.3% | +20.0% | +5.7% |
| 3Y | +29.8% | +4.0% | +25.8% | +28.0% |
| 5Y | +7.3% | -62.2% | +69.5% | +6.0% |
| 10Y | +30.4% | +241.4% | -210.9% | +15.8% |
| All | +131.7% | +85.1% | +46.6% | +102.8% |
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