+1,277.8%
ETR vs GME
+1,495.6%
-217.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +1.2% | +2.9% | -1.7% | +1.1% |
| 30D | +7.0% | -4.8% | +11.8% | +7.1% |
| 3M | +4.6% | +39.2% | -34.6% | +3.7% |
| 6M | +0.1% | +17.1% | -16.9% | -0.4% |
| YTD | +23.2% | +28.7% | -5.6% | +22.1% |
| 1Y | +20.6% | +23.3% | -2.7% | +19.7% |
| 3Y | +156.3% | +112.9% | +43.3% | +141.3% |
| 5Y | +159.6% | -48.8% | +208.5% | +150.1% |
| 10Y | +377.1% | +478.2% | -101.1% | +200.7% |
| All | +1,277.8% | +1,495.6% | -217.7% | +622.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling