+176.1%
ET vs GME
+271.8%
-95.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.1% |
| 7D | +1.4% | +6.0% | -4.7% | +1.1% |
| 30D | +4.6% | +8.3% | -3.8% | +4.2% |
| 3M | +16.0% | -9.1% | +25.1% | +16.4% |
| 6M | +22.8% | -16.3% | +39.1% | +23.5% |
| YTD | +38.9% | +1.5% | +37.3% | +38.4% |
| 1Y | +34.1% | -16.3% | +50.4% | +34.7% |
| 3Y | +98.8% | +15.1% | +83.7% | +85.7% |
| 5Y | +246.8% | -57.2% | +304.0% | +229.2% |
| All | +176.1% | +271.8% | -95.7% | +42.0% |
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