+22.7%
XLP vs GME
+21.5%
+1.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | +2.5% | +2.9% | -0.4% | +2.5% |
| 30D | +7.3% | -4.8% | +12.1% | +7.3% |
| 3M | +8.1% | +39.2% | -31.1% | +7.4% |
| 6M | +10.5% | +17.1% | -6.6% | +10.1% |
| YTD | +21.2% | +28.7% | -7.6% | +20.1% |
| 1Y | +22.7% | +23.3% | -0.6% | +22.2% |
| All | +22.7% | +21.5% | +1.2% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling