+161.3%
GME vs ESI
+200.4%
-39.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | +6.0% | +8.3% | -2.3% | +3.6% |
| 30D | -5.9% | -10.4% | +4.6% | -3.3% |
| 3M | +38.2% | -13.2% | +51.4% | +42.6% |
| 6M | +14.5% | -23.9% | +38.4% | +21.0% |
| YTD | +27.6% | +34.2% | -6.6% | +11.9% |
| 1Y | +19.9% | +22.2% | -2.3% | +7.9% |
| 3Y | +104.3% | +79.2% | +25.1% | +59.3% |
| 5Y | -49.3% | +38.1% | -87.4% | -57.2% |
| 10Y | +473.0% | +323.6% | +149.5% | +256.4% |
| All | +161.3% | +200.4% | -39.1% | +44.1% |
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 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