-48.9%
GME vs EL
-64.5%
+15.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +4.8% | +7.6% | -2.8% | +1.9% |
| 30D | -4.3% | +15.7% | -19.9% | -9.6% |
| 3M | +35.3% | +30.5% | +4.8% | +20.9% |
| 6M | +4.7% | +32.5% | -27.8% | -8.1% |
| YTD | +26.6% | +9.4% | +17.2% | +16.8% |
| 1Y | +18.3% | +28.4% | -10.0% | +0.7% |
| 3Y | +102.8% | +4.4% | +98.3% | +76.6% |
| 5Y | -48.9% | -64.5% | +15.6% | -3.2% |
| All | -48.9% | -64.5% | +15.6% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling