+158.0%
EXPE vs GME
+255.4%
-97.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -0.9% |
| 7D | -11.5% | +4.8% | -16.4% | -11.7% |
| 30D | -13.1% | +5.9% | -18.9% | -13.3% |
| 3M | +18.1% | -10.7% | +28.9% | +18.6% |
| 6M | +13.3% | -19.8% | +33.1% | +14.0% |
| YTD | -3.2% | -0.9% | -2.3% | -3.3% |
| 1Y | +26.1% | -15.7% | +41.8% | +26.7% |
| 3Y | +151.7% | +12.3% | +139.4% | +140.2% |
| 5Y | +88.3% | -60.1% | +148.4% | +82.1% |
| 10Y | +158.0% | +265.3% | -107.3% | +45.1% |
| All | +158.0% | +255.4% | -97.4% | +45.1% |
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 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