+290.1%
ETR vs GME
+285.6%
+4.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.4% |
| 7D | -1.8% | +10.4% | -12.2% | -1.9% |
| 30D | -1.8% | +14.1% | -15.8% | -1.8% |
| 3M | -3.6% | -4.6% | +1.1% | -3.6% |
| 6M | +2.6% | -13.5% | +16.1% | +2.7% |
| YTD | +16.0% | +5.3% | +10.7% | +15.9% |
| 1Y | +20.1% | -14.9% | +35.0% | +20.2% |
| 3Y | +143.6% | +24.3% | +119.3% | +140.7% |
| 5Y | +124.4% | -55.6% | +179.9% | +122.3% |
| All | +290.1% | +285.6% | +4.5% | +214.3% |
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 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