+713.2%
EXPE vs GME
+756.7%
-43.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -11.2% | +4.8% | -16.0% | -11.5% |
| 30D | -7.5% | -4.3% | -3.2% | -7.1% |
| 3M | -19.1% | +35.3% | -54.4% | -20.9% |
| 6M | +10.7% | +4.7% | +6.0% | +10.2% |
| YTD | -9.9% | +26.6% | -36.6% | -11.7% |
| 1Y | -4.6% | +18.3% | -23.0% | -6.1% |
| 3Y | +116.8% | +102.8% | +14.0% | +86.1% |
| 5Y | +38.6% | -48.9% | +87.5% | +27.2% |
| 10Y | +115.9% | +480.5% | -364.6% | -27.6% |
| All | +713.2% | +756.7% | -43.5% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling