+732.4%
XEL vs GME
+1,205.5%
-473.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | 0.0% |
| 7D | -0.3% | +10.4% | -10.7% | -0.5% |
| 30D | -3.9% | +14.1% | -18.0% | -4.2% |
| 3M | -2.8% | -4.6% | +1.8% | -2.8% |
| 6M | -5.4% | -13.5% | +8.1% | -5.2% |
| YTD | +3.8% | +5.3% | -1.6% | +3.5% |
| 1Y | +6.8% | -14.9% | +21.7% | +7.0% |
| 3Y | +45.6% | +24.3% | +21.3% | +40.8% |
| 5Y | +30.7% | -55.6% | +86.3% | +27.3% |
| 10Y | +151.7% | +288.5% | -136.8% | +75.5% |
| All | +732.4% | +1,205.5% | -473.1% | +371.4% |
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 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