+147.8%
XEL vs GME
+285.6%
-137.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.1% |
| 7D | -0.3% | +10.4% | -10.7% | -0.3% |
| 30D | -3.9% | +14.1% | -18.0% | -3.9% |
| 3M | -2.8% | -4.6% | +1.8% | -2.8% |
| 6M | -5.4% | -13.5% | +8.1% | -5.4% |
| YTD | +3.8% | +5.3% | -1.6% | +3.8% |
| 1Y | +6.8% | -14.9% | +21.7% | +6.8% |
| 3Y | +45.6% | +24.3% | +21.3% | +45.6% |
| 5Y | +30.7% | -55.6% | +86.3% | +30.7% |
| All | +147.8% | +285.6% | -137.8% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling