+147.8%
EWY vs GME
-11.9%
+159.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +2.7% |
| 7D | -0.1% | +10.4% | -10.5% | -1.6% |
| 30D | +7.3% | +14.1% | -6.8% | +5.1% |
| 3M | -5.1% | -4.6% | -0.5% | -4.6% |
| 6M | +42.1% | -13.5% | +55.6% | +44.9% |
| YTD | +94.1% | +5.3% | +88.8% | +90.4% |
| 1Y | +147.8% | -14.9% | +162.7% | +152.7% |
| All | +147.8% | -11.9% | +159.7% | +152.7% |
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