+137.3%
ETSY vs GME
+158.7%
-21.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.5% | -2.6% |
| 7D | -12.9% | +4.8% | -17.7% | -13.1% |
| 30D | -11.5% | +5.9% | -17.3% | -11.8% |
| 3M | +3.5% | -10.7% | +14.3% | +4.1% |
| 6M | +27.6% | -19.8% | +47.4% | +29.1% |
| YTD | +28.4% | -0.9% | +29.4% | +28.2% |
| 1Y | +27.1% | -15.7% | +42.8% | +28.0% |
| 3Y | +6.0% | +12.3% | -6.3% | -2.2% |
| 5Y | -67.1% | -60.1% | -7.1% | -68.9% |
| 10Y | +421.9% | +265.3% | +156.6% | +184.3% |
| All | +137.3% | +158.7% | -21.4% | +22.5% |
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