+67.6%
EWZ vs GME
-62.6%
+130.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.1% |
| 7D | +5.6% | +0.4% | +5.2% | +5.6% |
| 30D | +9.3% | -1.4% | +10.7% | +9.3% |
| 3M | +15.7% | -15.1% | +30.8% | +16.6% |
| 6M | +7.4% | -22.5% | +29.9% | +8.7% |
| YTD | +22.7% | -5.9% | +28.6% | +22.9% |
| 1Y | +36.4% | -18.6% | +55.0% | +37.5% |
| 3Y | +50.4% | +6.7% | +43.7% | +40.0% |
| 5Y | +67.6% | -62.0% | +129.6% | +61.3% |
| All | +67.6% | -62.6% | +130.2% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling