+1,260.8%
EWY vs GME
+1,066.0%
+194.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | +8.0% | +0.4% | +7.6% | +8.0% |
| 30D | +14.3% | -1.4% | +15.8% | +14.4% |
| 3M | +2.3% | -15.1% | +17.4% | +3.3% |
| 6M | +49.9% | -22.5% | +72.3% | +52.1% |
| YTD | +95.3% | -5.9% | +101.3% | +95.7% |
| 1Y | +161.7% | -18.6% | +180.4% | +164.4% |
| 3Y | +230.2% | +6.7% | +223.5% | +201.7% |
| 5Y | +148.1% | -62.0% | +210.1% | +132.7% |
| 10Y | +293.2% | +239.5% | +53.7% | +59.3% |
| All | +1,260.8% | +1,066.0% | +194.9% | +262.8% |
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 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