+148.7%
XLK vs GME
-56.3%
+205.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.1% |
| 7D | +0.2% | +10.4% | -10.2% | -0.5% |
| 30D | -0.6% | +14.1% | -14.7% | -1.5% |
| 3M | +2.6% | -4.6% | +7.2% | +2.8% |
| 6M | +34.0% | -13.5% | +47.5% | +35.0% |
| YTD | +30.7% | +5.3% | +25.3% | +29.8% |
| 1Y | +39.2% | -14.9% | +54.1% | +40.2% |
| 3Y | +120.4% | +24.3% | +96.2% | +93.3% |
| All | +148.7% | -56.3% | +205.1% | +132.9% |
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