+170.7%
XLE vs GME
+237.1%
-66.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +12.6% | -1.4% | +14.1% | +12.7% |
| 3M | +11.8% | -15.1% | +27.0% | +12.3% |
| 6M | +16.1% | -22.5% | +38.6% | +16.8% |
| YTD | +46.9% | -5.9% | +52.8% | +46.9% |
| 1Y | +53.3% | -18.6% | +71.9% | +53.8% |
| 3Y | +54.9% | +6.7% | +48.3% | +48.6% |
| 5Y | +225.7% | -62.0% | +287.7% | +215.9% |
| 10Y | +170.7% | +239.5% | -68.8% | +64.5% |
| All | +170.7% | +237.1% | -66.5% | +64.5% |
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