+46.3%
XLU vs GME
+18.5%
+27.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.3% |
| 7D | -1.6% | +10.4% | -12.0% | -1.7% |
| 30D | -3.3% | +14.1% | -17.4% | -3.4% |
| 3M | -3.2% | -4.6% | +1.5% | -3.1% |
| 6M | -7.0% | -13.5% | +6.6% | -6.9% |
| YTD | +0.6% | +5.3% | -4.7% | +0.5% |
| 1Y | +2.4% | -14.9% | +17.3% | +2.5% |
| 3Y | +46.3% | +24.3% | +22.0% | +48.8% |
| All | +46.3% | +18.5% | +27.8% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling