+29.4%
EXPE vs GME
-19.1%
+48.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.1% |
| 7D | -8.7% | +6.0% | -14.7% | -9.6% |
| 30D | -13.6% | +8.3% | -22.0% | -14.8% |
| 3M | +26.6% | -9.1% | +35.7% | +29.1% |
| 6M | +19.9% | -16.3% | +36.3% | +23.7% |
| YTD | -1.7% | +1.5% | -3.3% | -0.3% |
| 1Y | +29.4% | -16.3% | +45.8% | +33.2% |
| All | +29.4% | -19.1% | +48.6% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling