-8.2%
EW vs GME
-49.3%
+41.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +4.9% | +2.9% | +2.0% | +4.8% |
| 30D | +23.9% | -4.8% | +28.7% | +24.2% |
| 3M | +15.8% | +39.2% | -23.4% | +14.2% |
| 6M | +31.7% | +17.1% | +14.6% | +30.6% |
| YTD | +25.7% | +28.7% | -3.0% | +24.1% |
| 1Y | +24.4% | +23.3% | +1.1% | +23.1% |
| 3Y | +65.9% | +112.9% | -47.1% | +46.3% |
| All | -8.2% | -49.3% | +41.1% | -15.2% |
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