+67.0%
EWZ vs GME
+484.8%
-417.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.6% | +1.6% | -1.0% | +0.5% |
| 30D | -25.5% | -6.2% | -19.3% | -25.3% |
| 3M | -4.5% | +35.8% | -40.3% | -5.6% |
| 6M | -15.3% | +10.3% | -25.6% | -15.7% |
| YTD | +3.1% | +27.2% | -24.2% | +2.1% |
| 1Y | +1.2% | +19.1% | -17.9% | +0.4% |
| 3Y | +19.3% | +103.7% | -84.5% | +11.8% |
| 5Y | +52.3% | -50.0% | +102.2% | +46.2% |
| 10Y | +67.0% | +471.4% | -404.4% | -10.0% |
| All | +67.0% | +484.8% | -417.8% | -10.0% |
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