+503.1%
EXC vs GME
+1,082.6%
-579.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +0.3% | +7.2% | -6.9% | +0.1% |
| 30D | -3.7% | +0.8% | -4.5% | -3.8% |
| 3M | -1.3% | -14.0% | +12.7% | -0.8% |
| 6M | -9.7% | -19.7% | +10.0% | -9.2% |
| YTD | +2.9% | -4.6% | +7.5% | +2.8% |
| 1Y | +4.4% | -14.3% | +18.7% | +4.6% |
| 3Y | +22.2% | +4.0% | +18.2% | +16.2% |
| 5Y | +46.7% | -62.2% | +108.9% | +41.2% |
| 10Y | +155.3% | +241.4% | -86.0% | +45.0% |
| All | +503.1% | +1,082.6% | -579.6% | +165.1% |
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