+75.9%
XOP vs GME
+710.0%
-634.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | +5.2% | +6.0% | -0.8% | +4.6% |
| 30D | -8.4% | -5.9% | -2.5% | -8.0% |
| 3M | +2.9% | +38.2% | -35.2% | -0.1% |
| 6M | +8.8% | +14.5% | -5.7% | +7.2% |
| YTD | +46.9% | +27.6% | +19.3% | +42.8% |
| 1Y | +41.5% | +19.9% | +21.5% | +38.2% |
| 3Y | +43.1% | +104.3% | -61.2% | +18.0% |
| 5Y | +92.2% | -49.3% | +141.5% | +70.4% |
| 10Y | +52.3% | +473.0% | -420.7% | -59.4% |
| All | +75.9% | +710.0% | -634.1% | -64.0% |
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