+6.7%
GME vs EL
-30.9%
+37.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | +0.4% | +1.7% | -1.3% | 0.0% |
| 30D | -1.4% | +15.5% | -16.9% | -5.0% |
| 3M | -15.1% | +20.6% | -35.7% | -19.3% |
| 6M | -22.5% | +10.5% | -33.0% | -25.3% |
| YTD | -5.9% | -1.9% | -4.0% | -7.5% |
| 1Y | -18.6% | +16.1% | -34.7% | -24.5% |
| 3Y | +6.7% | -30.2% | +36.9% | +20.9% |
| All | +6.7% | -30.9% | +37.6% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling