+529.2%
EXC vs GME
+1,469.6%
-940.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.2% |
| 7D | +0.1% | +4.8% | -4.7% | -0.1% |
| 30D | +9.0% | -4.3% | +13.3% | +9.2% |
| 3M | +3.3% | +35.3% | -32.0% | +2.2% |
| 6M | +5.7% | +4.7% | +0.9% | +5.3% |
| YTD | +7.3% | +26.6% | -19.3% | +6.2% |
| 1Y | +2.9% | +18.3% | -15.4% | +2.1% |
| 3Y | +29.3% | +102.8% | -73.5% | +20.1% |
| 5Y | +40.1% | -48.9% | +89.0% | +33.5% |
| 10Y | +197.7% | +480.5% | -282.8% | +61.1% |
| All | +529.2% | +1,469.6% | -940.5% | +173.8% |
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