+510.7%
XLP vs GME
+1,082.6%
-571.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.0% | +7.2% | -8.2% | -1.2% |
| 30D | -0.9% | +0.8% | -1.7% | -0.9% |
| 3M | +3.8% | -14.0% | +17.8% | +4.2% |
| 6M | -1.7% | -19.7% | +18.0% | -1.3% |
| YTD | +10.3% | -4.6% | +14.8% | +10.2% |
| 1Y | +7.8% | -14.3% | +22.1% | +8.0% |
| 3Y | +27.2% | +4.0% | +23.2% | +22.3% |
| 5Y | +32.5% | -62.2% | +94.7% | +28.6% |
| 10Y | +101.8% | +241.4% | -139.6% | +36.3% |
| All | +510.7% | +1,082.6% | -571.9% | +232.8% |
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