+558.3%
EWZ vs GME
+1,450.5%
-892.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.4% |
| 7D | -1.5% | +3.7% | -5.2% | -1.8% |
| 30D | -24.5% | +2.2% | -26.7% | -24.6% |
| 3M | -10.7% | +30.6% | -41.3% | -12.6% |
| 6M | -19.1% | -0.2% | -18.9% | -19.2% |
| YTD | +1.6% | +25.1% | -23.5% | -0.5% |
| 1Y | +4.3% | +17.7% | -13.4% | +2.6% |
| 3Y | +19.0% | +85.7% | -66.7% | +2.2% |
| 5Y | +57.7% | -52.9% | +110.6% | +43.5% |
| 10Y | +51.3% | +504.9% | -453.6% | -53.5% |
| All | +558.3% | +1,450.5% | -892.2% | +65.3% |
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 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