+679.3%
EWZ vs GME
+1,082.6%
-403.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +6.5% | +7.2% | -0.7% | +5.9% |
| 30D | +4.8% | +0.8% | +4.1% | +4.8% |
| 3M | +9.9% | -14.0% | +23.9% | +11.1% |
| 6M | +1.9% | -19.7% | +21.7% | +3.5% |
| YTD | +20.3% | -4.6% | +24.9% | +20.4% |
| 1Y | +35.6% | -14.3% | +50.0% | +36.7% |
| 3Y | +43.4% | +4.0% | +39.4% | +29.0% |
| 5Y | +55.9% | -62.2% | +118.1% | +44.2% |
| 10Y | +84.2% | +241.4% | -157.2% | -37.3% |
| All | +679.3% | +1,082.6% | -403.3% | +99.9% |
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