+1,032.6%
GME vs EAT
+1,511.6%
-479.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | +7.2% | 0.0% | +7.2% | +7.2% |
| 30D | +0.8% | +1.9% | -1.1% | -0.3% |
| 3M | -14.0% | +68.7% | -82.6% | -28.2% |
| 6M | -19.7% | +66.9% | -86.6% | -33.9% |
| YTD | -4.6% | +60.4% | -65.0% | -21.0% |
| 1Y | -14.3% | +44.0% | -58.3% | -27.5% |
| 3Y | +4.0% | +604.7% | -600.7% | -49.8% |
| 5Y | -62.2% | +347.0% | -409.2% | -79.5% |
| 10Y | +241.4% | +390.8% | -149.4% | +44.1% |
| All | +1,032.6% | +1,511.6% | -479.0% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling