+786.1%
XLV vs GME
+1,205.5%
-419.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.3% |
| 7D | -3.6% | +10.4% | -13.9% | -3.9% |
| 30D | -1.8% | +14.1% | -15.9% | -2.2% |
| 3M | +7.8% | -4.6% | +12.4% | +7.9% |
| 6M | +9.1% | -13.5% | +22.6% | +9.5% |
| YTD | +7.7% | +5.3% | +2.4% | +7.4% |
| 1Y | +20.4% | -14.9% | +35.3% | +20.8% |
| 3Y | +30.8% | +24.3% | +6.5% | +24.1% |
| 5Y | +34.6% | -55.6% | +90.2% | +29.3% |
| 10Y | +173.4% | +288.5% | -115.1% | +69.0% |
| All | +786.1% | +1,205.5% | -419.4% | +330.6% |
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