+2,571.3%
EOG vs GME
+1,082.6%
+1,488.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +1.3% | +7.2% | -5.9% | +0.8% |
| 30D | +8.2% | +0.8% | +7.4% | +8.1% |
| 3M | +3.8% | -14.0% | +17.8% | +4.8% |
| 6M | +15.3% | -19.7% | +35.1% | +16.7% |
| YTD | +41.7% | -4.6% | +46.3% | +41.5% |
| 1Y | +23.6% | -14.3% | +37.9% | +24.1% |
| 3Y | +23.3% | +4.0% | +19.3% | +11.7% |
| 5Y | +170.4% | -62.2% | +232.6% | +150.7% |
| 10Y | +125.5% | +241.4% | -115.8% | -7.6% |
| All | +2,571.3% | +1,082.6% | +1,488.6% | +782.7% |
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