+195.6%
EQT vs GME
-57.9%
+253.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.4% |
| 7D | -1.2% | +6.0% | -7.2% | -1.5% |
| 30D | +1.1% | +8.3% | -7.3% | +0.6% |
| 3M | +4.8% | -9.1% | +13.8% | +5.3% |
| 6M | -10.6% | -16.3% | +5.8% | -9.8% |
| YTD | +3.4% | +1.5% | +1.9% | +2.9% |
| 1Y | +8.7% | -16.3% | +25.0% | +9.4% |
| 3Y | +35.0% | +15.1% | +19.8% | +19.6% |
| All | +195.6% | -57.9% | +253.5% | +183.5% |
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 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