+303.5%
EWY vs GME
+285.6%
+17.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +3.2% |
| 7D | -0.1% | +10.4% | -10.5% | -0.3% |
| 30D | +7.3% | +14.1% | -6.8% | +7.0% |
| 3M | -5.1% | -4.6% | -0.5% | -5.1% |
| 6M | +42.1% | -13.5% | +55.6% | +42.4% |
| YTD | +94.1% | +5.3% | +88.8% | +93.8% |
| 1Y | +147.8% | -14.9% | +162.7% | +148.4% |
| 3Y | +222.9% | +24.3% | +198.7% | +214.3% |
| 5Y | +150.6% | -55.6% | +206.2% | +145.0% |
| All | +303.5% | +285.6% | +17.9% | +225.2% |
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 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