+1,384.9%
GME vs ES
+803.5%
+581.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.8% | +4.9% |
| 7D | +3.7% | +1.9% | +1.8% | +2.9% |
| 30D | +2.2% | +7.1% | -4.9% | -0.4% |
| 3M | +30.6% | -1.9% | +32.6% | +31.0% |
| 6M | -0.2% | +4.4% | -4.5% | -2.4% |
| YTD | +25.1% | +7.3% | +17.8% | +20.7% |
| 1Y | +17.7% | +2.1% | +15.5% | +15.1% |
| 3Y | +85.7% | +41.8% | +43.8% | +55.7% |
| 5Y | -52.9% | +1.4% | -54.3% | -55.3% |
| 10Y | +504.9% | +86.8% | +418.2% | +280.5% |
| All | +1,384.9% | +803.5% | +581.4% | +289.6% |
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