+110.5%
GME vs EAT
+483.7%
-373.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | +1.6% | -8.9% | +10.6% | +3.9% |
| 30D | -6.2% | +3.4% | -9.6% | -7.4% |
| 3M | +35.8% | -9.3% | +45.1% | +37.6% |
| 6M | +10.3% | +43.8% | -33.5% | -3.6% |
| YTD | +27.2% | +39.9% | -12.6% | +9.9% |
| 1Y | +19.1% | +89.7% | -70.6% | -9.3% |
| All | +110.5% | +483.7% | -373.2% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling