+77.3%
EXE vs GME
-49.3%
+126.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +3.6% | +6.0% | -2.4% | +3.3% |
| 30D | -4.3% | -5.9% | +1.6% | -4.1% |
| 3M | -7.7% | +38.2% | -45.8% | -8.9% |
| 6M | -7.2% | +14.5% | -21.8% | -7.9% |
| YTD | -18.5% | +27.6% | -46.1% | -19.6% |
| 1Y | -24.4% | +19.9% | -44.3% | -25.2% |
| 3Y | +21.6% | +104.3% | -82.7% | +8.6% |
| 5Y | +77.3% | -49.3% | +126.6% | +69.2% |
| All | +77.3% | -49.3% | +126.6% | +69.2% |
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