+141.9%
EWJ vs GME
+285.6%
-143.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +2.1% |
| 7D | +0.3% | +10.4% | -10.1% | +0.1% |
| 30D | +0.8% | +14.1% | -13.3% | +0.6% |
| 3M | +7.5% | -4.6% | +12.1% | +7.6% |
| 6M | +15.6% | -13.5% | +29.1% | +15.8% |
| YTD | +22.7% | +5.3% | +17.4% | +22.5% |
| 1Y | +26.4% | -14.9% | +41.3% | +26.6% |
| 3Y | +72.5% | +24.3% | +48.3% | +68.5% |
| 5Y | +52.4% | -55.6% | +108.0% | +49.5% |
| All | +141.9% | +285.6% | -143.7% | +93.5% |
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