+1,928.8%
EQIX vs GME
+1,082.6%
+846.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.8% | +7.2% | -8.0% | -1.2% |
| 30D | -1.4% | +0.8% | -2.2% | -1.5% |
| 3M | -4.4% | -14.0% | +9.5% | -3.7% |
| 6M | +7.9% | -19.7% | +27.7% | +9.1% |
| YTD | +37.3% | -4.6% | +41.9% | +37.1% |
| 1Y | +37.8% | -14.3% | +52.1% | +38.4% |
| 3Y | +42.0% | +4.0% | +38.0% | +30.2% |
| 5Y | +29.6% | -62.2% | +91.8% | +21.6% |
| 10Y | +238.3% | +241.4% | -3.0% | +52.0% |
| All | +1,928.8% | +1,082.6% | +846.2% | +555.3% |
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