+172.0%
XHB vs GME
+427.2%
-255.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.3% |
| 7D | +0.2% | +0.4% | -0.2% | +0.2% |
| 30D | -9.1% | -1.4% | -7.7% | -9.0% |
| 3M | -2.3% | -15.1% | +12.8% | -1.2% |
| 6M | -4.1% | -22.5% | +18.4% | -2.4% |
| YTD | -1.7% | -5.9% | +4.2% | -1.6% |
| 1Y | -15.1% | -18.6% | +3.5% | -14.2% |
| 3Y | +26.8% | +6.7% | +20.2% | +13.0% |
| 5Y | +37.3% | -62.0% | +99.3% | +26.8% |
| 10Y | +205.7% | +239.5% | -33.8% | +2.1% |
| All | +172.0% | +427.2% | -255.3% | -34.7% |
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