-16.3%
GME vs ESI
+34.0%
-50.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +2.9% |
| 7D | +6.0% | -2.3% | +8.3% | +6.2% |
| 30D | +8.3% | -9.0% | +17.4% | +9.2% |
| 3M | -9.1% | -13.3% | +4.2% | -8.8% |
| 6M | -16.3% | +5.3% | -21.6% | -19.5% |
| YTD | +1.5% | +37.6% | -36.1% | -10.0% |
| 1Y | -16.3% | +33.6% | -49.9% | -25.5% |
| All | -16.3% | +34.0% | -50.4% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling