-65.8%
ETSY vs GME
-56.3%
-9.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.2% |
| 7D | -4.9% | +10.4% | -15.3% | -6.1% |
| 30D | -8.6% | +14.1% | -22.7% | -10.2% |
| 3M | +4.8% | -4.6% | +9.4% | +5.2% |
| 6M | +38.1% | -13.5% | +51.6% | +40.0% |
| YTD | +31.2% | +5.3% | +25.9% | +29.6% |
| 1Y | +22.1% | -14.9% | +37.0% | +23.8% |
| 3Y | +12.2% | +24.3% | -12.0% | -15.5% |
| All | -65.8% | -56.3% | -9.4% | -70.2% |
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