+6.7%
GME vs ESI
+82.9%
-76.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +0.4% | +5.4% | -5.0% | -0.6% |
| 30D | -1.4% | -4.2% | +2.8% | -0.7% |
| 3M | -15.1% | -9.6% | -5.5% | -14.4% |
| 6M | -22.5% | +18.3% | -40.8% | -27.7% |
| YTD | -5.9% | +45.8% | -51.8% | -17.9% |
| 1Y | -18.6% | +39.2% | -57.8% | -28.4% |
| 3Y | +6.7% | +86.3% | -79.6% | -22.8% |
| All | +6.7% | +82.9% | -76.2% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling