+1,410.3%
GME vs EL
+872.3%
+538.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.8% |
| 7D | +1.6% | +0.3% | +1.4% | +1.6% |
| 30D | -6.2% | +12.3% | -18.5% | -10.0% |
| 3M | +35.8% | +28.4% | +7.4% | +23.2% |
| 6M | +10.3% | +36.7% | -26.5% | -3.2% |
| YTD | +27.2% | +8.4% | +18.9% | +18.5% |
| 1Y | +19.1% | +25.4% | -6.3% | +4.6% |
| 3Y | +103.7% | +3.4% | +100.3% | +80.9% |
| 5Y | -50.0% | -64.8% | +14.8% | -33.6% |
| 10Y | +471.4% | +63.0% | +408.5% | +289.7% |
| All | +1,410.3% | +872.3% | +538.1% | +367.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling