+2,123.1%
XLK vs GME
+1,127.7%
+995.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.3% |
| 7D | +2.3% | +4.8% | -2.5% | +2.0% |
| 30D | +0.8% | +5.9% | -5.0% | +0.5% |
| 3M | +4.1% | -10.7% | +14.8% | +4.7% |
| 6M | +34.8% | -19.8% | +54.5% | +36.4% |
| YTD | +30.8% | -0.9% | +31.8% | +30.5% |
| 1Y | +42.4% | -15.7% | +58.0% | +43.4% |
| 3Y | +121.8% | +12.3% | +109.5% | +102.4% |
| 5Y | +146.6% | -60.1% | +206.7% | +131.3% |
| 10Y | +804.3% | +265.3% | +538.9% | +308.6% |
| All | +2,123.1% | +1,127.7% | +995.5% | +569.9% |
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 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