+1,237.2%
ETR vs GME
+1,066.0%
+171.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.4% |
| 30D | +1.9% | -1.4% | +3.3% | +1.9% |
| 3M | +1.0% | -15.1% | +16.1% | +1.4% |
| 6M | +4.8% | -22.5% | +27.3% | +5.4% |
| YTD | +19.5% | -5.9% | +25.5% | +19.5% |
| 1Y | +28.1% | -18.6% | +46.8% | +28.5% |
| 3Y | +151.1% | +6.7% | +144.5% | +141.2% |
| 5Y | +125.2% | -62.0% | +187.1% | +118.4% |
| 10Y | +291.1% | +239.5% | +51.7% | +154.8% |
| All | +1,237.2% | +1,066.0% | +171.2% | +607.3% |
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 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