+1,032.6%
GME vs ES
+808.5%
+224.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +7.2% | +0.3% | +6.9% | +7.1% |
| 30D | +0.8% | -2.0% | +2.7% | +1.4% |
| 3M | -14.0% | +1.7% | -15.6% | -14.7% |
| 6M | -19.7% | -3.5% | -16.2% | -19.1% |
| YTD | -4.6% | +7.9% | -12.5% | -7.8% |
| 1Y | -14.3% | +17.2% | -31.5% | -20.1% |
| 3Y | +4.0% | +29.3% | -25.3% | -9.2% |
| 5Y | -62.2% | -5.7% | -56.4% | -63.0% |
| 10Y | +241.4% | +85.2% | +156.2% | +116.6% |
| All | +1,032.6% | +808.5% | +224.2% | +197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling