+276.4%
GME vs EL
+25.3%
+251.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.2% |
| 7D | +6.0% | -4.4% | +10.4% | +7.4% |
| 30D | +8.3% | +10.3% | -1.9% | +4.3% |
| 3M | -9.1% | +13.4% | -22.4% | -13.5% |
| 6M | -16.3% | +3.1% | -19.4% | -19.0% |
| YTD | +1.5% | -6.9% | +8.5% | +0.3% |
| 1Y | -16.3% | +11.9% | -28.2% | -23.3% |
| 3Y | +15.1% | -33.8% | +48.9% | +21.9% |
| 5Y | -57.2% | -69.0% | +11.8% | -42.2% |
| All | +276.4% | +25.3% | +251.2% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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