+1,005.7%
EWT vs GME
+1,066.0%
-60.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +1.6% | +0.4% | +1.2% | +1.6% |
| 30D | +8.2% | -1.4% | +9.6% | +8.3% |
| 3M | +11.1% | -15.1% | +26.2% | +12.0% |
| 6M | +60.4% | -22.5% | +82.9% | +62.5% |
| YTD | +75.6% | -5.9% | +81.5% | +75.8% |
| 1Y | +91.3% | -18.6% | +110.0% | +93.0% |
| 3Y | +200.3% | +6.7% | +193.6% | +176.9% |
| 5Y | +156.4% | -62.0% | +218.4% | +141.7% |
| 10Y | +495.8% | +239.5% | +256.3% | +174.1% |
| All | +1,005.7% | +1,066.0% | -60.3% | +224.2% |
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 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