+1,939.1%
EQIX vs GME
+1,066.0%
+873.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +1.3% | +0.4% | +0.9% | +1.3% |
| 30D | +0.3% | -1.4% | +1.8% | +0.4% |
| 3M | -1.6% | -15.1% | +13.6% | -0.7% |
| 6M | +12.2% | -22.5% | +34.7% | +13.7% |
| YTD | +38.0% | -5.9% | +43.9% | +38.0% |
| 1Y | +38.9% | -18.6% | +57.6% | +40.0% |
| 3Y | +43.8% | +6.7% | +37.2% | +31.7% |
| 5Y | +30.4% | -62.0% | +92.4% | +22.3% |
| 10Y | +238.6% | +239.5% | -0.9% | +51.9% |
| All | +1,939.1% | +1,066.0% | +873.1% | +559.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling