+153.4%
EXE vs GME
+103.7%
+49.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | +5.3% | +2.9% | +2.4% | +5.2% |
| 30D | -2.2% | -4.8% | +2.6% | -2.1% |
| 3M | -5.9% | +39.2% | -45.1% | -7.1% |
| 6M | -5.7% | +17.1% | -22.8% | -6.4% |
| YTD | -17.8% | +28.7% | -46.6% | -18.9% |
| 1Y | -23.1% | +23.3% | -46.5% | -24.0% |
| 3Y | +21.2% | +112.9% | -91.7% | +11.0% |
| 5Y | +78.8% | -48.8% | +127.7% | +69.2% |
| All | +153.4% | +103.7% | +49.8% | +127.9% |
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