+218.0%
XLE vs GME
-62.8%
+280.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.2% | +7.2% | -5.0% | +2.0% |
| 30D | +11.8% | +0.8% | +11.0% | +11.7% |
| 3M | +9.8% | -14.0% | +23.8% | +10.2% |
| 6M | +15.6% | -19.7% | +35.3% | +16.1% |
| YTD | +45.3% | -4.6% | +49.8% | +45.2% |
| 1Y | +48.3% | -14.3% | +62.7% | +48.6% |
| 3Y | +55.4% | +4.0% | +51.4% | +48.4% |
| All | +218.0% | -62.8% | +280.8% | +214.7% |
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