+245.3%
ET vs GME
-55.8%
+301.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | +0.6% |
| 7D | +0.6% | +4.8% | -4.2% | +0.5% |
| 30D | +5.3% | +5.9% | -0.6% | +5.0% |
| 3M | +15.6% | -10.7% | +26.4% | +16.1% |
| 6M | +20.6% | -19.8% | +40.4% | +21.4% |
| YTD | +38.5% | -0.9% | +39.5% | +38.2% |
| 1Y | +35.7% | -15.7% | +51.4% | +36.2% |
| 3Y | +98.4% | +12.3% | +86.0% | +82.9% |
| 5Y | +245.3% | -60.1% | +305.3% | +228.7% |
| All | +245.3% | -55.8% | +301.1% | +228.7% |
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