+461.3%
GME vs ESI
+318.1%
+143.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +2.9% | +5.5% | -2.6% | +0.8% |
| 30D | -4.8% | -7.8% | +3.0% | -2.5% |
| 3M | +39.2% | -15.0% | +54.2% | +46.1% |
| 6M | +17.1% | -24.9% | +42.0% | +26.2% |
| YTD | +28.7% | +33.2% | -4.5% | +7.3% |
| 1Y | +23.3% | +24.9% | -1.6% | +5.2% |
| 3Y | +112.9% | +77.8% | +35.2% | +48.8% |
| 5Y | -48.8% | +37.1% | -86.0% | -60.1% |
| All | +461.3% | +318.1% | +143.3% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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