+244.0%
EQIX vs GME
+285.6%
-41.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.4% | +1.3% |
| 7D | +0.2% | +10.4% | -10.2% | -0.1% |
| 30D | -2.5% | +14.1% | -16.6% | -2.8% |
| 3M | 0.0% | -4.6% | +4.6% | 0.0% |
| 6M | +7.6% | -13.5% | +21.2% | +7.9% |
| YTD | +37.5% | +5.3% | +32.2% | +37.1% |
| 1Y | +32.9% | -14.9% | +47.8% | +33.2% |
| 3Y | +42.8% | +24.3% | +18.5% | +38.3% |
| 5Y | +35.8% | -55.6% | +91.4% | +32.3% |
| All | +244.0% | +285.6% | -41.7% | +185.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling