+290.5%
GME vs EAT
+374.9%
-84.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.8% | +4.0% |
| 7D | +10.4% | -7.7% | +18.1% | +13.0% |
| 30D | +14.1% | -13.6% | +27.7% | +19.0% |
| 3M | -4.6% | +33.9% | -38.5% | -14.2% |
| 6M | -13.5% | +47.2% | -60.7% | -25.8% |
| YTD | +5.3% | +48.1% | -42.7% | -10.5% |
| 1Y | -14.9% | +33.7% | -48.6% | -26.1% |
| 3Y | +24.3% | +595.8% | -571.5% | -40.4% |
| 5Y | -55.6% | +314.4% | -369.9% | -76.1% |
| All | +290.5% | +374.9% | -84.5% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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