+826.4%
EQT vs GME
+1,158.5%
-332.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.4% |
| 7D | -1.2% | +6.0% | -7.2% | -1.7% |
| 30D | +1.1% | +8.3% | -7.3% | +0.3% |
| 3M | +4.8% | -9.1% | +13.8% | +5.5% |
| 6M | -10.6% | -16.3% | +5.8% | -9.5% |
| YTD | +3.4% | +1.5% | +1.9% | +2.7% |
| 1Y | +8.7% | -16.3% | +25.0% | +9.7% |
| 3Y | +35.0% | +15.1% | +19.8% | +17.7% |
| 5Y | +204.2% | -57.2% | +261.4% | +174.2% |
| 10Y | +52.5% | +274.5% | -222.0% | -46.5% |
| All | +826.4% | +1,158.5% | -332.1% | +162.3% |
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