+160.8%
EXC vs GME
+255.4%
-94.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -0.6% |
| 7D | +0.3% | +4.8% | -4.5% | +0.3% |
| 30D | -0.9% | +5.9% | -6.7% | -0.9% |
| 3M | -2.7% | -10.7% | +8.0% | -2.6% |
| 6M | -9.4% | -19.8% | +10.4% | -9.3% |
| YTD | +3.0% | -0.9% | +4.0% | +3.0% |
| 1Y | +5.1% | -15.7% | +20.8% | +5.2% |
| 3Y | +20.6% | +12.3% | +8.3% | +19.3% |
| 5Y | +45.7% | -60.1% | +105.8% | +44.5% |
| 10Y | +160.8% | +265.3% | -104.5% | +103.6% |
| All | +160.8% | +255.4% | -94.6% | +103.6% |
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