+46.0%
XOM vs GME
-15.8%
+61.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +1.8% | +7.2% | -5.5% | +2.0% |
| 30D | +5.9% | +0.8% | +5.1% | +5.9% |
| 3M | +5.6% | -14.0% | +19.5% | +5.0% |
| 6M | +7.9% | -19.7% | +27.6% | +7.0% |
| YTD | +35.2% | -4.6% | +39.8% | +33.1% |
| 1Y | +46.0% | -14.3% | +60.3% | +41.9% |
| All | +46.0% | -15.8% | +61.8% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling