+80.4%
XLI vs GME
-58.9%
+139.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.8% |
| 7D | -2.3% | +6.0% | -8.3% | -2.5% |
| 30D | -8.2% | +8.3% | -16.5% | -8.4% |
| 3M | +0.8% | -9.1% | +9.8% | +1.1% |
| 6M | +0.8% | -16.3% | +17.2% | +1.4% |
| YTD | +10.5% | +1.5% | +9.0% | +10.2% |
| 1Y | +14.1% | -16.3% | +30.5% | +14.6% |
| 3Y | +68.6% | +15.1% | +53.5% | +56.8% |
| 5Y | +80.4% | -57.2% | +137.6% | +71.8% |
| All | +80.4% | -58.9% | +139.3% | +71.8% |
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