+159.3%
GME vs ESI
+195.2%
-35.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +4.8% | -6.6% | +11.4% | +6.7% |
| 30D | -4.3% | -9.8% | +5.6% | -1.8% |
| 3M | +35.3% | -11.9% | +47.3% | +39.1% |
| 6M | +4.7% | -25.1% | +29.8% | +11.2% |
| YTD | +26.6% | +31.9% | -5.3% | +11.6% |
| 1Y | +18.3% | +19.2% | -0.9% | +7.3% |
| 3Y | +102.8% | +76.2% | +26.6% | +58.9% |
| 5Y | -48.9% | +39.4% | -88.3% | -56.9% |
| 10Y | +480.5% | +304.9% | +175.6% | +264.3% |
| All | +159.3% | +195.2% | -35.9% | +43.7% |
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