-61.5%
GME vs ES
-5.6%
-55.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +7.2% | +0.3% | +6.9% | +7.2% |
| 30D | +0.8% | -2.0% | +2.7% | +1.1% |
| 3M | -14.0% | +1.7% | -15.6% | -14.3% |
| 6M | -19.7% | -3.5% | -16.2% | -19.4% |
| YTD | -4.6% | +7.9% | -12.5% | -6.1% |
| 1Y | -14.3% | +17.2% | -31.5% | -17.1% |
| 3Y | +4.0% | +29.3% | -25.3% | -4.5% |
| All | -61.5% | -5.6% | -55.9% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling