+166.2%
EOG vs GME
-56.3%
+222.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.2% |
| 7D | +1.5% | +10.4% | -8.9% | +1.2% |
| 30D | +2.9% | +14.1% | -11.1% | +2.5% |
| 3M | +8.7% | -4.6% | +13.4% | +8.8% |
| 6M | +12.9% | -13.5% | +26.4% | +13.2% |
| YTD | +43.8% | +5.3% | +38.5% | +43.3% |
| 1Y | +27.1% | -14.9% | +42.0% | +27.4% |
| 3Y | +25.9% | +24.3% | +1.6% | +19.2% |
| All | +166.2% | -56.3% | +222.6% | +164.5% |
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