+136.0%
XLC vs GME
+633.0%
-496.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +3.7% | +2.9% | +0.8% | +3.6% |
| 30D | -1.9% | -4.8% | +2.9% | -1.8% |
| 3M | -3.1% | +39.2% | -42.3% | -4.0% |
| 6M | -6.4% | +17.1% | -23.4% | -6.8% |
| YTD | -6.8% | +28.7% | -35.6% | -7.6% |
| 1Y | -1.7% | +23.3% | -25.0% | -2.4% |
| 3Y | +64.7% | +112.9% | -48.2% | +56.2% |
| 5Y | +41.1% | -48.8% | +89.9% | +36.3% |
| All | +136.0% | +633.0% | -496.9% | +59.3% |
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