+143.7%
XLC vs GME
+499.7%
-356.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.9% |
| 7D | +0.5% | +10.4% | -9.9% | +0.2% |
| 30D | +2.1% | +14.1% | -12.0% | +1.7% |
| 3M | +0.7% | -4.6% | +5.3% | +0.8% |
| 6M | -3.2% | -13.5% | +10.3% | -2.9% |
| YTD | -3.8% | +5.3% | -9.1% | -4.0% |
| 1Y | -2.0% | -14.9% | +12.9% | -1.8% |
| 3Y | +71.4% | +24.3% | +47.1% | +64.9% |
| 5Y | +40.7% | -55.6% | +96.3% | +36.5% |
| All | +143.7% | +499.7% | -356.0% | +65.4% |
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 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