+6,623.8%
EME vs GME
+1,066.0%
+5,557.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.6% |
| 7D | +5.2% | +0.4% | +4.7% | +5.1% |
| 30D | -5.4% | -1.4% | -3.9% | -5.3% |
| 3M | -6.1% | -15.1% | +9.0% | -5.1% |
| 6M | +9.7% | -22.5% | +32.1% | +11.4% |
| YTD | +26.6% | -5.9% | +32.5% | +26.6% |
| 1Y | +24.6% | -18.6% | +43.3% | +26.0% |
| 3Y | +249.6% | +6.7% | +242.9% | +214.5% |
| 5Y | +556.6% | -62.0% | +618.5% | +507.2% |
| 10Y | +1,286.6% | +239.5% | +1,047.2% | +397.7% |
| All | +6,623.8% | +1,066.0% | +5,557.8% | +1,612.2% |
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