+239.5%
GME vs ES
+85.1%
+154.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | -1.4% | -1.2% | -0.2% | -1.3% |
| 3M | -15.1% | +5.0% | -20.1% | -15.7% |
| 6M | -22.5% | -2.8% | -19.7% | -22.3% |
| YTD | -5.9% | +8.6% | -14.5% | -7.1% |
| 1Y | -18.6% | +18.9% | -37.6% | -20.7% |
| 3Y | +6.7% | +32.1% | -25.5% | +1.0% |
| 5Y | -62.0% | -5.1% | -56.9% | -62.3% |
| 10Y | +239.5% | +84.2% | +155.3% | +208.3% |
| All | +239.5% | +85.1% | +154.3% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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