+142.5%
XLC vs GME
+443.3%
-300.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.8% | +7.2% | -8.1% | -1.0% |
| 30D | +1.0% | +0.8% | +0.3% | +1.0% |
| 3M | -0.7% | -14.0% | +13.3% | -0.3% |
| 6M | -5.1% | -19.7% | +14.6% | -4.7% |
| YTD | -4.3% | -4.6% | +0.3% | -4.3% |
| 1Y | -0.6% | -14.3% | +13.8% | -0.3% |
| 3Y | +72.7% | +4.0% | +68.7% | +67.0% |
| 5Y | +38.0% | -62.2% | +100.2% | +34.4% |
| All | +142.5% | +443.3% | -300.8% | +65.1% |
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 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