+264.7%
XOM vs GME
-58.9%
+323.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.6% |
| 7D | +1.9% | +6.0% | -4.2% | +1.7% |
| 30D | +4.1% | +8.3% | -4.3% | +3.9% |
| 3M | +10.4% | -9.1% | +19.5% | +10.6% |
| 6M | +13.0% | -16.3% | +29.4% | +13.3% |
| YTD | +40.1% | +1.5% | +38.5% | +39.8% |
| 1Y | +51.1% | -16.3% | +67.5% | +51.4% |
| 3Y | +57.7% | +15.1% | +42.6% | +52.5% |
| 5Y | +264.7% | -57.2% | +321.9% | +254.7% |
| All | +264.7% | -58.9% | +323.6% | +254.7% |
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 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