+95.4%
GME vs ESI
+224.6%
-129.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.2% |
| 7D | +7.2% | +3.3% | +3.9% | +6.2% |
| 30D | +0.8% | -5.9% | +6.7% | +2.4% |
| 3M | -14.0% | -14.1% | +0.1% | -11.3% |
| 6M | -19.7% | +6.6% | -26.3% | -23.4% |
| YTD | -4.6% | +45.0% | -49.6% | -17.5% |
| 1Y | -14.3% | +41.5% | -55.8% | -25.7% |
| 3Y | +4.0% | +78.8% | -74.7% | -18.0% |
| 5Y | -62.2% | +70.9% | -133.1% | -69.6% |
| 10Y | +241.4% | +317.1% | -75.7% | +111.6% |
| All | +95.4% | +224.6% | -129.2% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling