+102.9%
XLP vs GME
+237.1%
-134.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -1.4% | +0.4% | -1.9% | -1.4% |
| 30D | -1.3% | -1.4% | +0.1% | -1.3% |
| 3M | +1.8% | -15.1% | +17.0% | +2.0% |
| 6M | -0.8% | -22.5% | +21.7% | -0.6% |
| YTD | +9.5% | -5.9% | +15.5% | +9.5% |
| 1Y | +7.2% | -18.6% | +25.8% | +7.3% |
| 3Y | +27.1% | +6.7% | +20.5% | +25.4% |
| 5Y | +32.0% | -62.0% | +94.0% | +30.6% |
| 10Y | +102.9% | +239.5% | -136.6% | +70.7% |
| All | +102.9% | +237.1% | -134.2% | +70.7% |
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