+597.0%
GME vs EFV
+256.4%
+340.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | +0.4% | +1.0% | -0.6% | -0.3% |
| 30D | -1.4% | +0.2% | -1.6% | -1.5% |
| 3M | -15.1% | +9.6% | -24.8% | -21.2% |
| 6M | -22.5% | +14.0% | -36.5% | -30.3% |
| YTD | -5.9% | +18.5% | -24.4% | -18.1% |
| 1Y | -18.6% | +27.9% | -46.5% | -33.4% |
| 3Y | +6.7% | +92.4% | -85.8% | -36.6% |
| 5Y | -62.0% | +97.2% | -159.2% | -77.3% |
| 10Y | +239.5% | +163.0% | +76.4% | +59.6% |
| All | +597.0% | +256.4% | +340.7% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling