+47.4%
EWZ vs GME
+509.0%
-461.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.6% |
| 7D | -1.5% | +3.7% | -5.2% | -1.6% |
| 30D | -24.5% | +2.2% | -26.7% | -24.6% |
| 3M | -10.7% | +30.6% | -41.3% | -11.6% |
| 6M | -19.1% | -0.2% | -18.9% | -19.1% |
| YTD | +1.6% | +25.1% | -23.5% | +0.7% |
| 1Y | +4.3% | +17.7% | -13.4% | +3.5% |
| 3Y | +19.0% | +85.7% | -66.7% | +11.9% |
| 5Y | +57.7% | -52.9% | +110.6% | +51.7% |
| All | +47.4% | +509.0% | -461.7% | -19.8% |
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 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