+461.3%
GME vs EAT
+320.8%
+140.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +2.9% | -4.0% | +6.9% | +4.1% |
| 30D | -4.8% | -2.9% | -1.9% | -4.5% |
| 3M | +39.2% | -16.9% | +56.1% | +45.7% |
| 6M | +17.1% | +57.0% | -39.9% | -1.3% |
| YTD | +28.7% | +38.2% | -9.5% | +10.8% |
| 1Y | +23.3% | +69.3% | -46.0% | -1.2% |
| 3Y | +112.9% | +483.0% | -370.0% | +7.7% |
| 5Y | -48.8% | +364.1% | -413.0% | -73.2% |
| All | +461.3% | +320.8% | +140.5% | +184.8% |
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