-47.1%
EOSE vs GME
-15.8%
-31.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.2% | +10.9% |
| 7D | +19.0% | +7.2% | +11.8% | +17.8% |
| 30D | +1.6% | +0.8% | +0.8% | +1.4% |
| 3M | -52.0% | -14.0% | -38.0% | -51.3% |
| 6M | -42.5% | -19.7% | -22.8% | -40.7% |
| YTD | -66.1% | -4.6% | -61.6% | -66.9% |
| 1Y | -47.1% | -14.3% | -32.8% | -44.6% |
| All | -47.1% | -15.8% | -31.3% | -44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling