+347.7%
XLF vs GME
+1,066.0%
-718.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | +0.2% | +0.4% | -0.3% | +0.1% |
| 30D | -0.5% | -1.4% | +0.9% | -0.4% |
| 3M | +10.6% | -15.1% | +25.8% | +11.8% |
| 6M | +14.3% | -22.5% | +36.8% | +16.0% |
| YTD | +5.5% | -5.9% | +11.5% | +5.6% |
| 1Y | +9.6% | -18.6% | +28.2% | +10.6% |
| 3Y | +75.2% | +6.7% | +68.5% | +57.3% |
| 5Y | +65.5% | -62.0% | +127.5% | +52.9% |
| 10Y | +246.4% | +239.5% | +7.0% | +23.3% |
| All | +347.7% | +1,066.0% | -718.3% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling