+920.9%
XLY vs GME
+1,205.5%
-284.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.6% |
| 7D | -1.7% | +10.4% | -12.1% | -2.4% |
| 30D | -4.2% | +14.1% | -18.3% | -5.1% |
| 3M | -2.7% | -4.6% | +2.0% | -2.5% |
| 6M | -0.6% | -13.5% | +12.9% | +0.1% |
| YTD | -5.0% | +5.3% | -10.4% | -5.7% |
| 1Y | -4.1% | -14.9% | +10.8% | -3.4% |
| 3Y | +33.6% | +24.3% | +9.3% | +19.7% |
| 5Y | +28.7% | -55.6% | +84.3% | +19.2% |
| 10Y | +219.6% | +288.5% | -68.8% | +34.6% |
| All | +920.9% | +1,205.5% | -284.6% | +193.7% |
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