+43.3%
XOP vs GME
+106.8%
-63.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.9% |
| 7D | +6.3% | +2.9% | +3.4% | +6.3% |
| 30D | -6.6% | -4.8% | -1.8% | -6.5% |
| 3M | +3.6% | +39.2% | -35.6% | +2.7% |
| 6M | +10.8% | +17.1% | -6.3% | +10.2% |
| YTD | +48.3% | +28.7% | +19.5% | +47.0% |
| 1Y | +42.9% | +23.3% | +19.6% | +41.8% |
| 3Y | +43.3% | +112.9% | -69.6% | +37.1% |
| All | +43.3% | +106.8% | -63.5% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling