+72.2%
EQX vs GME
-56.3%
+128.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.5% |
| 7D | -3.2% | +10.4% | -13.6% | -3.7% |
| 30D | +7.8% | +14.1% | -6.3% | +7.1% |
| 3M | +21.3% | -4.6% | +26.0% | +21.5% |
| 6M | -22.4% | -13.5% | -8.9% | -22.0% |
| YTD | -11.3% | +5.3% | -16.6% | -11.7% |
| 1Y | +13.5% | -14.9% | +28.4% | +14.1% |
| 3Y | +162.1% | +24.3% | +137.9% | +142.2% |
| All | +72.2% | -56.3% | +128.6% | +62.4% |
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