+18.2%
EWJ vs GME
+15.0%
+3.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +1.2% |
| 7D | -1.2% | +7.8% | -8.9% | -1.6% |
| 30D | -5.5% | -0.4% | -5.1% | -5.5% |
| 3M | -0.8% | +30.9% | -31.7% | -2.7% |
| 6M | +7.1% | +5.5% | +1.6% | +6.7% |
| YTD | +16.9% | +25.2% | -8.3% | +15.2% |
| 1Y | +18.2% | +14.4% | +3.8% | +15.8% |
| All | +18.2% | +15.0% | +3.2% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling