+112.9%
GME vs ES
+53.3%
+59.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +2.9% | +2.7% | +0.2% | +3.0% |
| 30D | -4.8% | +7.6% | -12.4% | -4.5% |
| 3M | +39.2% | +0.5% | +38.7% | +39.4% |
| 6M | +17.1% | +7.6% | +9.5% | +17.5% |
| YTD | +28.7% | +10.2% | +18.5% | +29.5% |
| 1Y | +23.3% | +1.8% | +21.5% | +23.6% |
| 3Y | +112.9% | +55.4% | +57.6% | +85.3% |
| All | +112.9% | +53.3% | +59.6% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling