-84.8%
EOSE vs GME
+15.0%
-99.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.6% | +9.0% | +12.3% |
| 7D | +9.7% | +7.8% | +2.0% | +9.2% |
| 30D | -34.6% | -0.4% | -34.2% | -34.1% |
| 3M | -50.8% | +30.9% | -81.7% | -51.6% |
| 6M | -66.5% | +5.5% | -71.9% | -65.7% |
| YTD | -81.3% | +25.2% | -106.5% | -82.6% |
| 1Y | -84.8% | +14.4% | -99.2% | -85.6% |
| All | -84.8% | +15.0% | -99.8% | -85.6% |
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