+124.6%
XLP vs GME
+497.1%
-372.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -1.3% |
| 7D | +0.7% | +3.7% | -2.9% | +0.7% |
| 30D | +10.3% | +2.2% | +8.1% | +10.2% |
| 3M | +6.5% | +30.6% | -24.1% | +6.3% |
| 6M | +8.4% | -0.2% | +8.6% | +8.3% |
| YTD | +18.2% | +25.1% | -6.9% | +17.9% |
| 1Y | +22.4% | +17.7% | +4.8% | +22.2% |
| 3Y | +41.9% | +85.7% | -43.8% | +39.2% |
| 5Y | +40.9% | -52.9% | +93.7% | +39.1% |
| All | +124.6% | +497.1% | -372.6% | +84.9% |
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 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