+208.9%
XHB vs GME
+285.6%
-76.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.5% |
| 7D | -4.6% | +10.4% | -15.0% | -5.0% |
| 30D | -9.1% | +14.1% | -23.2% | -9.6% |
| 3M | -8.6% | -4.6% | -3.9% | -8.5% |
| 6M | -4.0% | -13.5% | +9.5% | -3.6% |
| YTD | -3.9% | +5.3% | -9.3% | -4.3% |
| 1Y | -16.5% | -14.9% | -1.6% | -16.1% |
| 3Y | +22.6% | +24.3% | -1.7% | +15.5% |
| 5Y | +33.9% | -55.6% | +89.5% | +28.1% |
| All | +208.9% | +285.6% | -76.8% | +83.9% |
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 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