+49.2%
EWJ vs GME
-58.9%
+108.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.7% |
| 7D | -1.5% | +6.0% | -7.5% | -1.7% |
| 30D | +0.2% | +8.3% | -8.2% | -0.1% |
| 3M | +8.6% | -9.1% | +17.6% | +8.9% |
| 6M | +12.1% | -16.3% | +28.5% | +12.8% |
| YTD | +20.1% | +1.5% | +18.6% | +19.8% |
| 1Y | +25.2% | -16.3% | +41.5% | +25.7% |
| 3Y | +70.8% | +15.1% | +55.6% | +60.3% |
| 5Y | +49.2% | -57.2% | +106.3% | +42.1% |
| All | +49.2% | -58.9% | +108.1% | +42.1% |
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 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