+816.4%
XOM vs GME
+1,066.0%
-249.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +0.8% |
| 7D | -2.4% | +0.4% | -2.8% | -2.4% |
| 30D | +5.7% | -1.4% | +7.1% | +5.7% |
| 3M | +6.6% | -15.1% | +21.7% | +7.3% |
| 6M | +7.7% | -22.5% | +30.2% | +8.8% |
| YTD | +36.2% | -5.9% | +42.1% | +36.2% |
| 1Y | +50.5% | -18.6% | +69.1% | +51.4% |
| 3Y | +53.4% | +6.7% | +46.7% | +42.4% |
| 5Y | +254.2% | -62.0% | +316.2% | +234.9% |
| 10Y | +177.9% | +239.5% | -61.6% | +37.5% |
| All | +816.4% | +1,066.0% | -249.6% | +246.9% |
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 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