+926.8%
XBI vs GME
+455.2%
+471.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -6.9% | -2.0% |
| 7D | -3.6% | +4.8% | -8.5% | -4.0% |
| 30D | +0.9% | +5.9% | -5.0% | +0.4% |
| 3M | +21.4% | -10.7% | +32.2% | +22.3% |
| 6M | +25.5% | -19.8% | +45.3% | +27.3% |
| YTD | +30.8% | -0.9% | +31.8% | +30.6% |
| 1Y | +68.6% | -15.7% | +84.3% | +70.0% |
| 3Y | +103.9% | +12.3% | +91.6% | +83.6% |
| 5Y | +20.8% | -60.1% | +80.8% | +12.7% |
| 10Y | +164.0% | +265.3% | -101.3% | +21.1% |
| All | +926.8% | +455.2% | +471.6% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling