+44.2%
EOSE vs GME
+18.5%
+25.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.6% |
| 7D | +1.8% | +10.4% | -8.6% | 0.0% |
| 30D | -6.8% | +14.1% | -20.9% | -8.9% |
| 3M | -36.3% | -4.6% | -31.6% | -36.0% |
| 6M | -38.8% | -13.5% | -25.2% | -37.6% |
| YTD | -65.5% | +5.3% | -70.9% | -66.2% |
| 1Y | -45.3% | -14.9% | -30.4% | -44.4% |
| 3Y | +44.2% | +24.3% | +19.9% | +11.9% |
| All | +44.2% | +18.5% | +25.7% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling