+125.6%
EW vs GME
+255.4%
-129.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -0.7% |
| 7D | -5.1% | +4.8% | -10.0% | -5.2% |
| 30D | -6.4% | +5.9% | -12.2% | -6.5% |
| 3M | -1.6% | -10.7% | +9.2% | -1.4% |
| 6M | +2.3% | -19.8% | +22.1% | +2.6% |
| YTD | +1.1% | -0.9% | +2.0% | +1.0% |
| 1Y | +8.0% | -15.7% | +23.7% | +8.2% |
| 3Y | +16.3% | +12.3% | +4.0% | +13.2% |
| 5Y | -29.4% | -60.1% | +30.6% | -31.0% |
| 10Y | +125.6% | +265.3% | -139.7% | +77.5% |
| All | +125.6% | +255.4% | -129.8% | +77.5% |
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 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