+164.3%
EWY vs GME
-15.8%
+180.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +4.8% | +7.2% | -2.4% | +3.5% |
| 30D | +11.7% | +0.8% | +10.9% | +11.5% |
| 3M | -7.4% | -14.0% | +6.6% | -5.2% |
| 6M | +40.6% | -19.7% | +60.3% | +45.5% |
| YTD | +94.3% | -4.6% | +98.9% | +93.3% |
| 1Y | +164.3% | -14.3% | +178.6% | +166.8% |
| All | +164.3% | -15.8% | +180.1% | +166.8% |
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