+290.5%
GME vs EFV
+169.9%
+120.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.7% |
| 7D | +10.4% | -0.8% | +11.2% | +11.2% |
| 30D | +14.1% | +0.6% | +13.4% | +13.4% |
| 3M | -4.6% | +7.5% | -12.2% | -11.0% |
| 6M | -13.5% | +13.0% | -26.6% | -23.0% |
| YTD | +5.3% | +18.3% | -13.0% | -10.5% |
| 1Y | -14.9% | +26.7% | -41.6% | -32.2% |
| 3Y | +24.3% | +89.6% | -65.3% | -32.5% |
| 5Y | -55.6% | +98.2% | -153.8% | -76.6% |
| All | +290.5% | +169.9% | +120.6% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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