+47.6%
EXC vs GME
-62.8%
+110.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +0.3% | +7.2% | -6.9% | +0.2% |
| 30D | -3.7% | +0.8% | -4.5% | -3.7% |
| 3M | -1.3% | -14.0% | +12.7% | -1.1% |
| 6M | -9.7% | -19.7% | +10.0% | -9.5% |
| YTD | +2.9% | -4.6% | +7.5% | +2.8% |
| 1Y | +4.4% | -14.3% | +18.7% | +4.5% |
| 3Y | +22.2% | +4.0% | +18.2% | +19.2% |
| All | +47.6% | -62.8% | +110.5% | +47.0% |
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