+248.8%
XLF vs GME
+285.6%
-36.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.6% |
| 7D | -1.5% | +10.4% | -11.8% | -1.7% |
| 30D | -1.2% | +14.1% | -15.2% | -1.5% |
| 3M | +9.2% | -4.6% | +13.8% | +9.3% |
| 6M | +16.3% | -13.5% | +29.9% | +16.7% |
| YTD | +5.4% | +5.3% | +0.1% | +5.2% |
| 1Y | +7.6% | -14.9% | +22.5% | +7.9% |
| 3Y | +74.2% | +24.3% | +49.9% | +67.0% |
| 5Y | +66.1% | -55.6% | +121.7% | +60.9% |
| All | +248.8% | +285.6% | -36.8% | +115.3% |
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 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