+192.9%
XOM vs GME
+285.6%
-92.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.3% | +0.4% |
| 7D | +4.1% | +10.4% | -6.3% | +3.9% |
| 30D | +4.6% | +14.1% | -9.5% | +4.3% |
| 3M | +14.0% | -4.6% | +18.6% | +14.0% |
| 6M | +11.0% | -13.5% | +24.5% | +11.2% |
| YTD | +40.7% | +5.3% | +35.4% | +40.3% |
| 1Y | +52.3% | -14.9% | +67.2% | +52.6% |
| 3Y | +60.5% | +24.3% | +36.2% | +54.9% |
| 5Y | +266.4% | -55.6% | +322.0% | +256.6% |
| All | +192.9% | +285.6% | -92.7% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling