+19.9%
XBI vs GME
-56.3%
+76.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.8% |
| 7D | -4.6% | +10.4% | -15.0% | -5.6% |
| 30D | -2.0% | +14.1% | -16.1% | -3.4% |
| 3M | +17.8% | -4.6% | +22.4% | +18.2% |
| 6M | +23.7% | -13.5% | +37.2% | +25.1% |
| YTD | +28.2% | +5.3% | +22.9% | +27.0% |
| 1Y | +64.0% | -14.9% | +78.9% | +65.6% |
| 3Y | +99.4% | +24.3% | +75.1% | +61.7% |
| All | +19.9% | -56.3% | +76.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 5y: compounded portfolio wealth divided by compounded GME 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…
5y analysis · Full analysis span regression · 6 months rolling