+65.1%
XLE vs GME
+93.1%
-28.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -7.9% | +5.8% | -13.7% | -8.0% |
| 30D | -4.8% | -3.7% | -1.2% | -4.8% |
| 3M | +8.4% | +33.6% | -25.2% | +8.0% |
| 6M | +12.7% | +5.4% | +7.3% | +12.6% |
| YTD | +41.3% | +27.4% | +13.8% | +40.7% |
| 1Y | +42.3% | +19.0% | +23.3% | +41.8% |
| 3Y | +65.1% | +101.5% | -36.4% | +62.8% |
| All | +65.1% | +93.1% | -28.1% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling