+17.1%
EW vs GME
+4.1%
+13.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.5% |
| 7D | -4.4% | +0.4% | -4.9% | -4.4% |
| 30D | -3.3% | -1.4% | -1.9% | -3.3% |
| 3M | +1.0% | -15.1% | +16.2% | +1.2% |
| 6M | +6.2% | -22.5% | +28.7% | +6.6% |
| YTD | +1.7% | -5.9% | +7.7% | +1.8% |
| 1Y | +8.1% | -18.6% | +26.8% | +8.4% |
| 3Y | +17.1% | +6.7% | +10.4% | +13.1% |
| All | +17.1% | +4.1% | +13.0% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling