+42.7%
XLP vs GME
-49.3%
+92.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -0.2% | +6.0% | -6.2% | -0.3% |
| 30D | +8.2% | -5.9% | +14.0% | +8.2% |
| 3M | +7.7% | +38.2% | -30.5% | +7.3% |
| 6M | +9.3% | +14.5% | -5.2% | +9.1% |
| YTD | +19.5% | +27.6% | -8.1% | +19.0% |
| 1Y | +21.0% | +19.9% | +1.1% | +20.6% |
| 3Y | +43.2% | +104.3% | -61.1% | +37.5% |
| 5Y | +42.7% | -49.3% | +92.0% | +38.0% |
| All | +42.7% | -49.3% | +92.0% | +38.0% |
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