-58.8%
EOSE vs GME
+635.3%
-694.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.3% | -8.8% | -3.9% |
| 7D | +15.0% | +4.8% | +10.1% | +14.5% |
| 30D | +2.5% | +5.9% | -3.4% | +2.0% |
| 3M | -33.7% | -10.7% | -23.0% | -33.2% |
| 6M | -32.7% | -19.8% | -12.9% | -31.7% |
| YTD | -63.8% | -0.9% | -62.8% | -63.9% |
| 1Y | -40.5% | -15.7% | -24.9% | -40.0% |
| 3Y | +50.4% | +12.3% | +38.1% | +40.2% |
| 5Y | -68.6% | -60.1% | -8.5% | -70.6% |
| All | -58.8% | +635.3% | -694.1% | -59.5% |
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 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