+4,386.6%
EW vs GME
+1,477.0%
+2,909.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.7% |
| 7D | +6.5% | +1.6% | +4.8% | +6.4% |
| 30D | +22.5% | -6.2% | +28.6% | +22.7% |
| 3M | +13.0% | +35.8% | -22.8% | +11.7% |
| 6M | +37.1% | +10.3% | +26.8% | +36.5% |
| YTD | +24.1% | +27.2% | -3.1% | +22.8% |
| 1Y | +24.2% | +19.1% | +5.1% | +23.2% |
| 3Y | +64.8% | +103.7% | -39.0% | +52.8% |
| 5Y | -7.4% | -50.0% | +42.5% | -11.7% |
| 10Y | +248.8% | +471.4% | -222.7% | +113.9% |
| All | +4,386.6% | +1,477.0% | +2,909.6% | +2,085.9% |
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