+644.4%
XLU vs GME
+1,158.5%
-514.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.0% |
| 7D | -1.2% | +6.0% | -7.2% | -1.4% |
| 30D | -2.5% | +8.3% | -10.9% | -2.8% |
| 3M | -2.7% | -9.1% | +6.3% | -2.5% |
| 6M | -7.5% | -16.3% | +8.9% | -7.1% |
| YTD | +0.9% | +1.5% | -0.6% | +0.7% |
| 1Y | +3.3% | -16.3% | +19.6% | +3.6% |
| 3Y | +47.3% | +15.1% | +32.2% | +41.0% |
| 5Y | +44.4% | -57.2% | +101.6% | +39.4% |
| 10Y | +140.8% | +274.5% | -133.7% | +56.7% |
| All | +644.4% | +1,158.5% | -514.1% | +281.9% |
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