+253.9%
XLI vs GME
+285.6%
-31.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | +1.0% |
| 7D | -1.7% | +10.4% | -12.0% | -1.9% |
| 30D | -7.3% | +14.1% | -21.3% | -7.6% |
| 3M | -1.3% | -4.6% | +3.3% | -1.3% |
| 6M | +2.2% | -13.5% | +15.8% | +2.5% |
| YTD | +11.7% | +5.3% | +6.4% | +11.4% |
| 1Y | +14.3% | -14.9% | +29.2% | +14.5% |
| 3Y | +70.3% | +24.3% | +46.1% | +64.1% |
| 5Y | +82.3% | -55.6% | +137.9% | +77.1% |
| All | +253.9% | +285.6% | -31.7% | +136.7% |
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 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