+163.1%
ET vs GME
+475.1%
-311.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +2.5% | +2.9% | -0.4% | +2.4% |
| 30D | -2.5% | -4.8% | +2.3% | -2.3% |
| 3M | -4.9% | +39.2% | -44.1% | -6.2% |
| 6M | -0.1% | +17.1% | -17.2% | -0.9% |
| YTD | +26.2% | +28.7% | -2.5% | +24.5% |
| 1Y | +25.2% | +23.3% | +1.8% | +23.6% |
| 3Y | +84.2% | +112.9% | -28.7% | +67.5% |
| 5Y | +216.1% | -48.8% | +264.9% | +198.1% |
| All | +163.1% | +475.1% | -311.9% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling