+702.9%
XLB vs GME
+1,469.6%
-766.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | +0.5% | +4.8% | -4.3% | +0.2% |
| 30D | +6.9% | -4.3% | +11.2% | +7.2% |
| 3M | -0.2% | +35.3% | -35.5% | -2.0% |
| 6M | +3.3% | +4.7% | -1.4% | +2.8% |
| YTD | +18.0% | +26.6% | -8.6% | +15.9% |
| 1Y | +24.2% | +18.3% | +5.9% | +22.5% |
| 3Y | +44.7% | +102.8% | -58.1% | +27.5% |
| 5Y | +31.6% | -48.9% | +80.5% | +21.5% |
| 10Y | +164.2% | +480.5% | -316.2% | +9.4% |
| All | +702.9% | +1,469.6% | -766.8% | +144.7% |
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