+54.8%
XOP vs GME
+271.8%
-217.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.1% |
| 7D | +1.6% | +6.0% | -4.4% | +1.3% |
| 30D | +9.6% | +8.3% | +1.2% | +9.1% |
| 3M | +16.9% | -9.1% | +26.0% | +17.4% |
| 6M | +24.0% | -16.3% | +40.4% | +24.9% |
| YTD | +56.2% | +1.5% | +54.7% | +55.6% |
| 1Y | +51.8% | -16.3% | +68.1% | +52.6% |
| 3Y | +37.0% | +15.1% | +21.8% | +26.5% |
| 5Y | +163.4% | -57.2% | +220.6% | +148.2% |
| All | +54.8% | +271.8% | -217.0% | -30.3% |
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