+160.6%
XOP vs GME
-55.8%
+216.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | +0.3% |
| 7D | +1.0% | +4.8% | -3.9% | +0.7% |
| 30D | +10.8% | +5.9% | +5.0% | +10.5% |
| 3M | +19.5% | -10.7% | +30.2% | +20.1% |
| 6M | +21.6% | -19.8% | +41.4% | +22.8% |
| YTD | +55.8% | -0.9% | +56.8% | +55.3% |
| 1Y | +54.6% | -15.7% | +70.3% | +55.4% |
| 3Y | +36.6% | +12.3% | +24.3% | +23.6% |
| 5Y | +160.6% | -60.1% | +220.7% | +155.5% |
| All | +160.6% | -55.8% | +216.5% | +155.5% |
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