-50.0%
GME vs EAT
+362.5%
-412.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.7% |
| 7D | +1.6% | -8.9% | +10.6% | +5.4% |
| 30D | -6.2% | +3.4% | -9.6% | -8.2% |
| 3M | +35.8% | -9.3% | +45.1% | +38.4% |
| 6M | +10.3% | +43.8% | -33.5% | -9.9% |
| YTD | +27.2% | +39.9% | -12.6% | +2.0% |
| 1Y | +19.1% | +89.7% | -70.6% | -18.9% |
| 3Y | +103.7% | +491.3% | -387.5% | -39.3% |
| 5Y | -50.0% | +365.4% | -415.4% | -85.7% |
| All | -50.0% | +362.5% | -412.5% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling