+36.5%
EQIX vs GME
-56.3%
+92.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.4% | +1.2% |
| 7D | +0.2% | +10.4% | -10.2% | -0.4% |
| 30D | -2.5% | +14.1% | -16.6% | -3.2% |
| 3M | 0.0% | -4.6% | +4.6% | +0.1% |
| 6M | +7.6% | -13.5% | +21.2% | +8.2% |
| YTD | +37.5% | +5.3% | +32.2% | +36.6% |
| 1Y | +32.9% | -14.9% | +47.8% | +33.5% |
| 3Y | +42.8% | +24.3% | +18.5% | +28.6% |
| All | +36.5% | -56.3% | +92.9% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling