+35.5%
XLV vs GME
-56.3%
+91.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.3% |
| 7D | -3.6% | +10.4% | -13.9% | -3.7% |
| 30D | -1.8% | +14.1% | -15.9% | -2.1% |
| 3M | +7.8% | -4.6% | +12.4% | +7.9% |
| 6M | +9.1% | -13.5% | +22.6% | +9.3% |
| YTD | +7.7% | +5.3% | +2.4% | +7.5% |
| 1Y | +20.4% | -14.9% | +35.3% | +20.6% |
| 3Y | +30.8% | +24.3% | +6.5% | +25.8% |
| All | +35.5% | -56.3% | +91.8% | +32.1% |
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