+153.5%
EXPE vs GME
+4.1%
+149.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.4% | -6.5% | -7.8% |
| 7D | -9.8% | +0.4% | -10.2% | -9.8% |
| 30D | -11.5% | -1.4% | -10.1% | -11.5% |
| 3M | +21.7% | -15.1% | +36.9% | +22.3% |
| 6M | +10.4% | -22.5% | +32.9% | +11.1% |
| YTD | -2.5% | -5.9% | +3.4% | -2.3% |
| 1Y | +27.3% | -18.6% | +46.0% | +28.0% |
| 3Y | +153.5% | +6.7% | +146.8% | +168.6% |
| All | +153.5% | +4.1% | +149.4% | +168.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling