+65.0%
XLF vs GME
-58.9%
+123.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.4% |
| 7D | -2.9% | +6.0% | -8.9% | -3.1% |
| 30D | -1.6% | +8.3% | -10.0% | -1.9% |
| 3M | +9.3% | -9.1% | +18.3% | +9.6% |
| 6M | +14.6% | -16.3% | +30.9% | +15.2% |
| YTD | +4.7% | +1.5% | +3.2% | +4.5% |
| 1Y | +8.6% | -16.3% | +25.0% | +9.1% |
| 3Y | +73.9% | +15.1% | +58.7% | +61.4% |
| 5Y | +65.0% | -57.2% | +122.2% | +57.5% |
| All | +65.0% | -58.9% | +123.9% | +57.5% |
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 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