+31.8%
XHB vs GME
-58.9%
+90.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.9% | -2.5% |
| 7D | -5.2% | +6.0% | -11.3% | -5.6% |
| 30D | -12.1% | +8.3% | -20.5% | -12.6% |
| 3M | -6.2% | -9.1% | +2.8% | -5.7% |
| 6M | -6.7% | -16.3% | +9.6% | -5.8% |
| YTD | -5.5% | +1.5% | -7.0% | -5.9% |
| 1Y | -15.6% | -16.3% | +0.7% | -15.0% |
| 3Y | +22.0% | +15.1% | +6.9% | +7.5% |
| 5Y | +31.8% | -57.2% | +89.0% | +18.9% |
| All | +31.8% | -58.9% | +90.7% | +18.9% |
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 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