+19.9%
GME vs EL
+22.5%
-2.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +6.0% | +2.7% | +3.3% | +5.8% |
| 30D | -5.9% | +10.8% | -16.7% | -6.5% |
| 3M | +38.2% | +26.5% | +11.7% | +36.0% |
| 6M | +14.5% | +31.1% | -16.6% | +12.6% |
| YTD | +27.6% | +6.6% | +21.0% | +26.6% |
| 1Y | +19.9% | +21.8% | -1.9% | +18.8% |
| All | +19.9% | +22.5% | -2.6% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling