+37.6%
XLC vs GME
-55.8%
+93.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -0.9% |
| 7D | -1.4% | +4.8% | -6.3% | -1.7% |
| 30D | -0.9% | +5.9% | -6.7% | -1.2% |
| 3M | -0.3% | -10.7% | +10.4% | +0.2% |
| 6M | -5.2% | -19.8% | +14.6% | -4.2% |
| YTD | -5.3% | -0.9% | -4.4% | -5.5% |
| 1Y | -2.8% | -15.7% | +12.9% | -2.2% |
| 3Y | +71.2% | +12.3% | +58.9% | +54.5% |
| 5Y | +37.6% | -60.1% | +97.6% | +29.1% |
| All | +37.6% | -55.8% | +93.4% | +29.1% |
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